The Blues overcame Wolves 3-1 on Saturday, with Cole Palmer scoring a first-half hat-trick to put the game beyond doubt.
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While the hosts pulled a goal back in the second half, Rosenior praised the overall result but admitted there were areas for improvement after the break.
"It can't really get any better can it? In terms of the Premier League. When you come into a new job at a big club, you want to make a good start,” he told the media.
“I think we've done that, I think we've got much more to go which is very exciting in terms of the potential of the team. As long as we keep improving while we're winning, that'll make me a very happy manager."