The Frenchman has bemoaned the American team's issues with brakes since their inception last year, but Azerbaijan was a particularly troubled race for the 31-year-old.
After the race, Haas's team statement said under Grosjean's name: "No post-race comments were made."
Yet France's Canal Plus quotes him as saying: "We didn't have the slightest hope of success the whole weekend.
"Now we need to ask ourselves questions and find answers.
"It's unacceptable that in the course of the five weekend sessions, the same problem on one car cannot be solved.
"At one point I even had doubts about my own safety. The situation is simply dangerous."
Grosjean has picked up 10 points during 2017, while teammate Kevin Magnussen has 11.