Coletti took pole position for the feature race but struggled with tyre wear and was passed by Fabio Leimer and James Calado. He had previously had issues with tyre life on several occasions during 2012.
But the Rapax driver bounced back in the sprint race, winning from sixth place on the grid amid a strong challenge from Felipe Nasr.
"I pushed really hard for the first three or four laps to build a gap," Coletti said.
"I knew I had to save my tyres. I did not want things to turn like they did [in the feature race]. So I just controlled all the time, being nice on the tyres and not pushing too hard."
Coletti also reckons the heat in Malaysia added to the challenge of preserving rubber.
"It was really hot and very difficult when you have to think about the tyres and concentrate on doing everything right because any little mistake can destroy your tyres and the race can be over," he added.
The Sepang win gives Coletti an 11-point early championship lead, but he insists that does not add extra pressure.
"[Leading] is not bad, but it's too early to think about the championship right now," he said. "We need to stay focused, score points at every weekend and we'll see halfway through the season where we stand."
Coletti's Rapax team took Pastor Maldonado to the GP2 title in 2010.
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