The German clocked an impressive time of one minute and 40.480 seconds at the Yas Marina Circuit on Saturday, with Mercedes team-mate and championship leader Lewis Hamilton finishing second.
Rosberg trails the Briton by 17 points ahead of Sunday's highly anticipated season-ending race, but with double points on offer he could be crowned champion with a win and Hamilton placing lower than second.
The 29-year-old is refusing to take the pole for granted, though, and is fully aware that there is plenty of work to do.
"It's only one step, a very small step," Rosberg told BBC Sport. "This weekend is about the championship, not about pole position.
"It would have been great if there was a Williams in between us, but that can always happen tomorrow."
Hamilton looked in good shape to top the timesheets when he was quickest in the first two qualifying sessions.
However, an error on his first flying lap in the last run left him trailing and he was unable to topple Rosberg on the timesheets.
Despite not clinching what could have been a crucial pole, the 2008 world champion remained in high spirits ahead of what promises to be a thrilling final race.
"I generally didn't have the best of laps but I enjoyed the qualifying session," Hamilton said. "Tomorrow is going to be a special day."