Having dominated Formula 1 in recent years, Verstappen has managed only seven podium finishes this season and is still searching for that elusive first win, coming close with second-place finishes in his last two outings in Madrid and Baku.
He is one of a few drivers who have driven in Sepang, which is hosting a Formula 1 race for the first time in nine years after the Bahrain Grand Prix was moved due to the conflict in the Middle East.
While Red Bull have outscored both Ferrari and McLaren over the past three races, Verstappen conceded that the gains counted for little with Mercedes holding a commanding lead in both the drivers' and constructors' championships.
"Unfortunately, we're not outscoring Mercedes. They're actually the fast ones, or at least they were for most of this season," he said.
"I'm trying everything I can. We are scoring quite a few podiums now, but I want to win. That's what I'm here for, and I'm getting close. I want to at least win one race this year. So I hope we can do it at some point."
The 29-year-old was the last driver to triumph at Sepang in what was his second career victory , but admitted he felt disoriented when he returned to the circuit after nearly a decade.
"I walked into the paddock, and I had no idea where I had to go. So it's been a long time," Verstappen told reporters on Thursday.
"I always enjoyed racing here because I think I really liked the track layout. It was not very straightforward because there was always high (tyre) degradation, hot in general. So quite uncomfortable in a way to drive physically."
'Big learning curve'
Verstappen said that the car upgrades introduced in Baku showed promise, though he cautioned that the street circuit has historically suited Red Bull's characteristics.
"So we have to wait a little bit now in the coming races to see how the car is going to perform, which is also quite good for us, probably to see all these different kinds of tracks.
"For next year we'll learn a lot now, in these coming races, of what we need, what we want to do with the car. We're anyway not fighting for the championship, so for us, it's a big learning curve."
With no decision yet on whether the final two rounds will go ahead in Qatar and Abu Dhabi, Verstappen said he trusted Formula 1 and the governing FIA to make the right call.
"I love going there, but of course it has to be on the right terms," Verstappen said.
"I trust that F1 and the FIA will make the right decision because they have more information than we do. That's what we rely on. I trust that they'll make the right call."