The Manchester United and England legend is certainly experiencing an entertaining spell in his first job as a manager.
Derby are facing the possibility of a significant points deduction after going into administration.
Their financial woes mean that signing players and holding onto their best talent has been a huge challenge for Rooney and his staff.
"With what I'm expecting to happen to some of the staff, it's devastating," said Rooney after a win over Stoke City in the Championship.
"Because they're good people who work very hard for this club. Hopefully we can get new investors in as soon as possible and try to get some stability.
"It's a plus that administration has happened now and not in January. We've got a few months now to try to get some investors in. If we get to January, the administrators can sell my players and there's nothing I can do about it. That will be very difficult, a hard one to take.
"This is a big club. It will bounce back. So we have to be strong, we have to be resilient, and stick together.
"I wouldn't forgive myself if I walked out, because I'm asking the players to sacrifice a lot, and give everything. So for me to leave them in the lurch and walk out, that's just not in my nature."
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