Drivers complained about the light conditions during last weekend's Australian Grand Prix, which was moved to a later time in order to boost television audiences in Europe.
This weekend's race at Sepang will also take place at 5pm local time, and Rosberg feels the race could be stopped if the monsoon hits the circuit.
Rosberg admitted driving with so many shadows on track was very tricky and dangerous.
"If the monsoon comes down, the race is going to have to be stopped because we can't race and drive with that amount of water," the German told Reuters.
"I think twilight racing is not the way to go. In Melbourne it was obvious that it just increases the danger so much.
"The visibility is so difficult, you can't even see the edges of the track in some corners. I was driving into the sun and that's not what racing is about. So I really hope they reconsider that.
"Even moving it forward by one hour or something will help us massively. It was just the last part of the race that was the really problematic time."