Hamilton, the 2008 world champion, swept to victory from pole in Malaysia last week ahead of Rosberg who clinched the championship opener in Australia.
But despite their lofty positions in the 2014 title race, the dust and heat of the troubled Middle East state have often choked the pair's ambitions.
Hamilton's best finish at the Sakhir track was second in 2007 while Rosberg has never made the podium, with his storming drive to pole position in 2013 yielding a poor ninth place finish. His best result remains a humble fifth.
"I've finished on the podium there a couple of times but, for one reason or another, I've never managed to get the win," said Hamilton, whose victory at Sepang followed a retirement in Australia.
"Until last week it was the same story for me with Malaysia, so fingers crossed this can be the year of breaking those cycles.”
Red Bull not much hopeful
While Mercedes have shone in the early weeks of the season, it has been a tale of relative woe for world champions Red Bull.
Four-time champion Sebastian Vettel sits seventh in the title race while teammate Daniel Ricciardo has yet to get on the scoreboard as Red Bull wilt in the shadow of Mercedes.
Even though Vettel has won the last two races in Bahrain, his team boss Christian Horner is not holding out a great deal of hope that Mercedes' stranglehold will be broken this weekend.
"I think their advantage in Bahrain will possibly be larger than it was in Malaysia, because that is quite a power dominated circuit," said Horner.
Meanwhile, Bahrain tightened security as the three-day Grand Prix is about to get underway, with the country's Shiite opposition planning protests to seize world attention for pro-reform demands.
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