Lewis Hamilton was another driver struggling to explain his deficit to his team-mate.
The seven-time champion qualified ninth, six places and 0.597secs behind team-mate Charles Leclerc, who was promoted to second on the grid because of a penalty for Mercedes' George Russell.
Hamilton said: "Not much to say. I'm just not doing a good enough job. Have to keep improving. I will try and see if I can get in the top five. We will see. Clearly the car is good enough. Certainly not a good feeling, for sure."
Pressed for how he will improve in qualifying, he said: "I really don't know. I really don't have a lot of answers for you guys. Just wasn't quick today."
Ferrari have been disappointed by the pace of their car so far this season, notwithstanding Hamilton's victory in the sprint race in China at the second grand prix of the season.
Leclerc said he had been trying "extreme" car set-ups in trying to find more pace.
"At the beginning of the season, we obviously weren't where we wanted to be," Leclerc said, "and since two or three races I've gone in an interesting direction setup-wise, which seems to help me to extract a bit more out of the car. That's what I'm trying to do every weekend. For now, it seems to be better and better, which is a good sign for the future."
Ferrari have a new floor on the car in Bahrain, which Leclerc said had worked as intended but should prove a bigger advantage at other races to come.
"The team has done a really, really good job. We've all pushed quite a lot in the last few weeks because we've been struggling with performance.
"I know that at the factory they've been pushing like crazy to try and bring this floor a bit earlier on, and that definitely made the difference.
"Because if I look at the gap with P4, it's not that much and I'm pretty sure that without the floor I wouldn't be P3. So that's already one position won.
"I'm curious to see what it will do tomorrow (in the race). However, it's probably not the best track to extract the maximum out of this new upgrade, but in the next few weekends we shall see more of it."
Verstappen, who suffered a problem with the braking system on his Red Bull as well as inconsistent grip, said he was hopeful of being able to fight with the cars behind the McLarens in the race.
"In the past, high-deg tracks have been good for us," Verstappen said, "but the with the balance we had today it will be very difficult. But of course I am only looking forward. The McLarens will be too quick but the others we can follow."
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