The 2008 world champion fended off his charging Mercedes team-mate to take his fourth consecutive win of the Formula 1 season, but in the end his winning margin was just six tenths of a second.
Hamilton - who was battling with an understeering car - said that he didn't feel comfortable with Rosberg on his tail.
"In those last laps there was a huge amount of pressure," he said.
"Nico was very, very close to taking it, and I don't like that, being in that position.
"I would like to say it was no problem and under control, but it wasn't."
GP analysis: How Hamilton found the decisive six tenths
The Briton added that changes made to his front wing at his final pitstop made his job even tougher in the closing stages.
Referring to a radio message questioning the team's decision to move his front wing by three steps to optimise the new tyres for the last stint, Hamilton said: "We collect rubber in the front wing [during a race] and, when you collect rubber in the front wing, you lose efficiency.
"I wasn't obviously aware of that, as the car was going to more and more understeer.
"They know the rubber is there so have to take that in to account [when it is cleaned], so if they have to take one hole off the front wing then they probably have to do two because I have already lost one.
"So when they suggested three [holes], I thought don't take three holes of front wing out of the car because I will have excessive understeer.
"And in hindsight they were not right because I had so much excessive understeer at the end through [tyre] graining.
"If they had taken another hole out I would have been really stuffed."
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