Four-time world champion Vettel, who last week announced that he would be leaving Red Bull for Ferrari at the end of season, could only manage 11th in qualifying in Sochi.
Vettel told reporters: "We knew that it would be difficult in general for us here with the amount of straights, but equally there are a lot of corners - especially in sector two and three.
"I think we made a big step forward this morning, but I wasn't able to take that forward into qualifying. Generally the car felt OK.
"Obviously it didn't in qualifying, but this morning we were fairly happy and yesterday didn't feel too bad either."