Raikkonen, who won his first and only Formula One race in Sepang last season, was running third when he was forced out of the Malaysian Grand Prix with transmission failure on lap 40.
In his frustration, the normally mild-mannered Finn shoved a race steward as he clambered out of his smoking car.
"It's never nice not to finish a race, not only for me but for the team," said Raikkonen after calming down.
"We need to become more competitive but at least we have taken a step in the right direction."
Eight-times constructors' champions McLaren have won 137 races in 38 years in Formula One. But the last of those came with Raikkonen's victory in Malaysia last year and they are struggling to keep up with all-conquering Ferrari.
Raikkonen, who also failed to finish at the season-opening race in Melbourne, had demonstrated that the McLaren could be more competitive during practice and qualified fifth fastest for Sunday's race.
But in the end a sixth place from his team mate David Coulthard was all the reward McLaren got.
However, Raikkonen, who pushed Michael Schumacher to the final race of the season in the 2003 world championship, insisted McLaren were on the right track despite their year of hurt.
"We were close to getting on the podium today," said Raikkonen.
"But in my second pit-stop we struggled to get the fuel nozzle to come off, so we lost important time to BAR and Jenson (Button). A few laps later something broke in my transmission and that was the end of that."