Leclerc was running third before the Ferrari conked out exiting Turn 12 on Lap 40.
Reliability is a sore spot for the Scuderia as it proved a weakness throughout the 2022 campaign.
Efforts over the European winter were made to remedy those issues with Vasseur revealing that the power units ran without fault throughout testing prior to the season beginning.
“We never expected to have something like this,” said the Frenchman.
“We didn't face the same issue at all during the 6000 or 7000 kilometres that we did with the engine in the last week with the three teams.
“We never had the same issue on the dyno throughout the winter.
“We need to do a full investigation before to be able to give you a proper answer.”
Leclerc was predictably frustrated by the incident which now leaves him a full race behind championship leader Max Verstappen.
The Monegasue revealed there was no warning prior to the problem manifesting, the car just shut down on him.
“I couldn't do anything after that,” he admitted.
“I cannot say it feels good,” he added when asked if he has concerns about the car's reliability this year.
“Obviously there was quite a lot of work on that but we need to keep working because obviously first race and first reliability problem. Not good.”
Leclerc started the race third but a better jump saw him clear Sergio Perez at the first corner.
He then split the two Red Bulls through the first stanza of the race until Perez claimed the place back at Turn 1 on Lap 26.
Tyre deg for the Maranello squad meant replicating that strategy was impossible, leaving it at a tyre disadvantage through the second stint during which Perez capitalised.
While retirement left Leclerc empty-handed in Bahrain, Carlos Sainz did manage 12 points for fourth place.
With Red Bull claiming a one-two, and both Aston Martin and Mercedes having two cars in the top 10, Ferrari sits fourth in the constructors' championship, already 31 points in arrears of last year's title winners.