Reports in the English media stated that Rooney was on the brink of agreeing to a player-coach deal with the Championship club.
While Cocu did not rule out the move, he is remaining tight lipped about specific transfers as the Championship transfer window closes on Thursday.
He told Sky Sports: "At the moment I can't say anything. Like I said before the game we are working on completing the team.
"It isn't complete yet. I cannot say anything about names before things are done.
"We have a lot of players we think could be an asset for the team.
"You always try to get the best you can with the resources at the club. A few more days then hopefully I can say something more."
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