Although Red Bull had come in to the year braced for a tough start to the campaign, it secured its second consecutive front-row start on Saturday.
And that performance has left Mercedes' senior figures in no doubt that it needs to make the most of any performance advantage it has at the moment because the season may get more difficult.
Nico Rosberg made it clear that Red Bull's form right now was not a warning signal, because he believes its rival remains F1's benchmark outfit.
"They don't need to give warning signals - we are expecting them already," said the German.
"They are still the absolute benchmark in the sport and they are pushing like crazy. We expect them to close the gap."
Malaysian GP qualifying report
Mercedes motorsport boss Toto Wolff reckons that Red Bull's rate of recovery in recent weeks meant that his outfit had to maintain an aggressive development push.
"We quickly forget that Red Bull is the benchmark for the past four years, so I feel actually very honoured of being in a situation with our team and in being the benchmark at the moment," he said. "But we should be under no illusions.
"These guys have won four world championships in the past. We have seen it in wet today and we just need to stay humble with our feet on the floor.
"We need to keep pushing and keep the development curve steep in order not to be overtaken."
Lewis Hamilton believes that Red Bull was actually in a better position to make gains, as life at Mercedes in staying ahead would be tougher.
"I think the name of the game is to keep applying pressure, keep pushing, and keep developing," he said. "That is what we have got to do.
"I believe we can do that - at least at the same rate as anyone else. But it is always easier to chase in life than it is to stay in front.
"When you are driving, it is always easier to be chasing someone than out in front and I assume that is the same for most things.
"I don't doubt that other people will be pushing very, very hard to be closing the gap but we will be pushing just as hard to increase it."