The three-time world champion knows that even the smallest of errors, by driver or team, can decide the outcome after revealing that he suffered from a minor issue in Bahrain that may have cost him pole in qualifying.
The Briton said his Mercedes car had a slight problem with the engagement of its Drag Reduction System (DRS) during the decisive session and this may have handed his team-mate Valtteri Bottas his maiden pole position.
"It's painful," said Hamilton, talking about his realisation that just a fraction of a second may have been so costly in that race.
"I lost two tenths from Turn 10 to 11 when the DRS didn't engage in qualifying and I lost half a tenth out of the last corner. So, I should easily have been on pole."
Hamilton's pain was moderated by the knowledge that four-time champion Vettel was faster in the race in his Ferrari, even though his advantage was only marginal as the Englishman stormed after him in the closing laps.
"I lost position at the start, solely my fault," added Hamilton.
"Then you've got the time lost in the pit-lane and you practice and practice and practice and practice and practice -- and you only have 20 opportunities this year.
"So when you screw up, man, it's painful. There's no other way of saying it. When you guys mess up in your job, I don't know how you feel about it, but particularly when it has big consequences, potentially, I'm sure you feel gutted as well.
"And so I try to handle it the best way I can, but it eats you up a little bit inside and you've just got to end up trying to cope and move forward."
Hamilton's DRS failed to engage on the back straight in Bahrain and, he hopes, he can avoid a similar weekend of frustration back at the Sochi Autodrom, a part-street circuit built around the Olympic Park that hosted the 2014 Olympic Winter Games, by the Black Sea.
History suggests he should start the race as favourite as Mercedes won all three of the previous contests in 2014, 2015 and 2016, Hamilton triumphing in the first two and retired champion German Nico Rosberg last year.
The Mercedes team also enjoyed one-two finishes in 2014 and 2016 while Vettel can point to one podium finish with Ferrari, taking second place in 2015.
It is expected to be a very different contest this time with Ferrari a greater threat in race trim even if Mercedes can maintain their run of three pole positions at the circuit.
After three rounds this year, Vettel and Ferrari have won twice and Hamilton and Mercedes once, an outcome that has put Vettel on 68 points ahead of Hamilton on 61 ahead of the Russian race.
A rueful Hamilton added: "I don't remember thinking it was necessarily my fault we did not win in Australia, not in the sense that I ran out of tyres and had to pit...
"But in Bahrain there were certain things and if they were perfect, I would have been in a far better position to fight for the win... And I didn't put myself in that position.
"It's only a small percentage, which is what racing should be all about, but we want to operate at the top end."