Zenga was sacked a couple of weeks ago after a series of poor results and Rossi registered his first win over Cagliari.
"The victory gave us more belief and confidence for the future, aware that the only thing we have been lacking is the result," said the midfielder.
"The new Coach immediately gave us a sense of calm and more motivation to do well.
"I did ask myself why I was being left on the bench when I never had such a good start to a season. Evidently it must've been my fault. I can certainly say that I had no personal problems with Zenga."