Gasly had been as high as third fastest in practice on Friday at Sochi, but at the end of Q2 he was kept out on old intermediates while rivals changed to new tyres, and he failed to progress in 12th place.
The Frenchman labelled the incident a “big mistake” that cost him a place in the top 10 on the grid.
In the race he was running outside the points but lost a chance to jump up the order when he stayed out on slick tyres after the rain started, having been told that the rain would not get heavier.
He was among the last drivers to stop, coming in on lap 50, three laps after others began pitting. He eventually finished 13th.
Russia followed a disastrous weekend for Gasly in the Italian GP, where he qualified sixth but crashed at the start of the sprint event and retired early in the race itself.
At both events points were available for midfield teams, and rivals Alpine scored well.
“This weekend we didn’t deserve to score points,” he said of the Russian GP.
“I think we just do too many mistakes. And I think for all of us, we need to just work more and understand how to capitalise on such opportunities.
“It’s a tough one to take, because there was clearly better to do. But hopefully it can be good for the rest of the year.
“It’s a question of how we do things, because I know we have a very smart group of people in the team. And unfortunately this weekend we got it wrong yesterday, and again today. We left big points on the table.
“It’s a shame because honestly, the car was once more competitive, and we can’t allow ourselves to make such mistakes if you want to fight for fifth in the championship.”
Pierre Gasly, AlphaTauri AT02
Photo by: Zak Mauger / Motorsport Images
He added: “Clearly this weekend we didn’t perform overall as a team at the same level that we have shown all season. It’s unfortunate. I believe in these people, I believe in this team, I know what they are capable of.
“The performance we’ve shown this weekend is not at the level that we are able to do, so we’ll just analyse everything and then come back stronger in Turkey.”
Gasly’s frustration was compounded by the fact that an early call to pit by Valtteri Bottas jumped the Finn up to fifth place.
“We did all the first stint in front of Bottas,” he said. “The second stint we came right behind Bottas and then the rain came, they boxed him, and then we stayed out. He finished P5, and then we finished out of the points.
“We were not on track with the right tyres, but apparently we didn’t expect more rain, and there was more rain. So it was unfortunate. And we’ll revise how to improve our weather forecast.
“You need to rely on what the conditions are, how it’s gonna get, and I was told that it was gonna stay stable as it was. And unfortunately, it wasn’t the case. We need to revise.
“It’s not the first time that in these conditions, Hockenheim 2018 I think it wasn’t fun on the wets when it was dry.”