The Spaniard was critical of his weekend-long performance in the Bahrain season opener, in which he played rear-gunner to team-mate Charles Leclerc in a Scuderia 1-2.
This came after he gained a place following the late retirement for defending champion Max Verstappen, as both Red Bulls were eliminated by a fuel vacuum issue.
Sainz then said that “I need to improve if I want to fight for a win” in what had been his “most difficult weekend [as a Ferrari driver]" and "it just shows that I need to put my head down.”
Heading into the Jeddah weekend, Sainz reckoned his engineers had come up with some “very interesting theories” on how he can close the gap to early championship leader Leclerc.
While the Monegasque driver topped all three practice sessions as Sainz ranked fourth, third and fourth, Sainz initially had the edge in qualifying at the Corniche Circuit.
He topped both Q1 and Q2 before setting what was initially the fastest time early on in Q3.
But as Ferrari struggled to go quicker on a fresh set of the C4 soft compound rubber compared to its used Pirelli tyre run pace, Leclerc pipped Sainz to qualify second behind Sergio Perez.
Sainz was buoyed by the general improvement, though, which came off the back of playing with the set-up.
That, said the Spaniard, would inspire a change of tack for future races to become more “experimental”.
Sainz explained: “I've been trying a lot of different things, particularly Friday.
“I played with the set-up a lot more than maybe I would do on a normal Friday, just to explore a bit the car.
“So now, for me, the Fridays are going to be a bit more in that side: experimental - to try to understand the car and try to put it a bit more to my liking.
“And then for qualifying, I just put everything together, to be quite strong.”
Reflecting on his run to third in qualifying in Saudi, finishing 0.202s off the ultimate pace of the Red Bull, Sainz said: “Probably this weekend, particularly in qualifying, I felt even stronger than Bahrain.
“Now I need to see in this pace I can replicate tomorrow in the race, which should be possible.
“I'm excited to see what progress we've done.”
Ferrari was limited to an adapted FP3 programme to assess its race pace after brushes with the wall for Sainz and Leclerc forced the cars to miss a combined 45 minutes on Friday afternoon.
