Rosberg was just passing team-mate Lewis Hamilton for third on the Yeongam's circuit long straight when the front of his Mercedes suddenly drooped in a shower of sparks.
The team put the problem due to a "structural issue" between the nose section and chassis.
Rosberg had to nurse the car back to the pits for attention and finished seventh.
"I really could not believe it," said Rosberg.
"I was feeling good, had pace in the car, was going for it, and then the damn thing dropped and there were sparks coming off.
"I felt like I was sitting on the ground so I had no idea what was going on. The team and my engineer did a really good job to quickly tell me what the situation was and all I could do was try to cruise home.
"I wanted to know how bad it was, because if the wing is really under the car then it's massively dangerous and I could've completely lost control of the car and crashed straight on, without braking, into the wall.
"I had to judge the situation and when I understood it wasn't too bad I could carry some speed back to the garage."
The German was certain he could have finished on the podium but for the nose drama.
"The car was very quick," said Rosberg. "I was very comfortable and for one second the podium was guaranteed and I was going to go for [Romain] Grosjean because I had really good pace."
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