He got his leg tangled in a metal piece of apparatus which the players use to run round.
Rooney, 22, fell to the ground holding his twisted ankle and immediately called for treatment.
He was carried from the pitch and left the training ground on crutches for a scan on his ligament injury.
The right ankle is twisted and badly bruised and United believe he will not play again for at least a month.
Rooney may not actually play again for United until their trip to Liverpool on Sunday December 16.
This is the second major injury set-back for Rooney this season.
He broke his metatarsal in the opening game of the season against Reading at home and missed the next five games.
