Pascal Wehrlein in Baku said it is "a shame" boss Monisha Kaltenborn was ousted from the Sauber team.
Sauber’s new owner has rejected rumours F1’s first female team boss lost her job following a dispute over making Wehrlein’s teammate Marcus Ericsson the clear number 1 driver.
"I do not want to comment on equality," German Wehrlein said in Baku.
But it is rumoured Wehrlein and Kaltenborn were close, and Swede Ericsson - who is closely linked to Sauber’s new owners - admitted he has not spoken with his former boss following her departure.
Wehrlein, however, admitted: "She called me on Tuesday evening to inform me herself.
"We talked for a few minutes and she just said that she and the team have separated and she is not coming to Baku."
The German also confirmed that no one representing Sauber’s new owners contacted him.
But he said: "For me, nothing changes. I always try to do my best but personally, I find all this a pity because I got on well with Monisha.
"I was very surprised. There was no sign."
When asked who his new boss will be, the 22-year-old answered: "I don’t know."
DPA news agency says there are multiple candidates to replace Kaltenborn, including Colin Kolles, Frederic Vasseur, Graeme Lowdon and Ericsson’s manager Eje Elgh.