The German was leading when he ran wide with seven laps to go, a mistake that allowed Hamilton to blast past and take the victory.
"I just got wheelspin. It’s never happened to me, ever. Not even in testing or racing, never, ever something like that. I can’t explain it. It’s unbelievable. I don’t know," he told reporters.
"We just need to look into it afterwards but obviously that was really, really tough at the time, to lose the lead like that and to lose the win, because I was feeling really good at that point and it just went wrong."
The German made his feelings very apparent afterwards, throwing a cap back at Hamilton when it was tossed in his direction before they went on the podium.
Unsmiling, and almost rooted to the spot, he refused to join in the champagne celebrations.
The pair, who have been friends and rivals since their early teens in go-karting and live in the same Monaco apartment complex, had a frosty relationship last season when the championship battle went down to the wire.
This year, Hamilton has been far more dominant -- winning 10 races to Rosberg's three so far -- and Rosberg was understandably sore.
A first corner clash, with Rosberg on pole but Hamilton getting the inside line into the corner, also inflamed the situation and will have Mercedes bosses back in crisis management mode once the celebrations are done.
"Turn One for sure was very aggressive," said Rosberg of the incident that saw the pair bang wheels and the German forced off the track as Hamilton seized the early lead.
"We hit each other, or I would say Lewis came into me, so obviously that’s not good. I can’t say more than that," he added.
Mercedes motorsport boss Toto Wolff said Hamilton had assured the team he had not banged into his team mate on purpose.
"I think it’s something that we are going to talk about in a couple of days but this is the moment to celebrate a world champion who deserves to be a world champion and once the emotions have cooled down we will discuss," he said.
(Reporting by Alan Baldwin, editing by...)
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