The 2008 world champion told reporters: "Pole is a great place to start. It's an amazing job done by the team who are constantly improving and moving forwards this year.
"It's great to come here, it's a beautiful place, the weather had been amazing and I'm really enjoying driving this track. Hooking up a good lap wasn't the same as practice of some reason, but I'm really grateful to have pole for first time [in Russia].
"The track surface is great, very smooth but it's got a lot of grip. The kerbs are done nicely and the surroundings, being around the Olympic Park is quite an incredible place. Today we have a good turnout and hopefully tomorrow is even better and we can put on a good show for them."
Hamilton has a 10-point lead over Rosberg in the championship.