Norwich equalised through Teemu Pukki after Emmanuel Bonaventure's early opener.
But the Hornets fought back to score twice to secure their first win of the Premier League season.
"We spoke a little bit about last week where we conceded after 75 minutes and we just looked depleted after that," Rose told the club website.
"That was something the manager wasn't happy about. He wants us to always believe until the last minute of the game, it doesn't matter if we go 1-0 down, or if it's like today where it's 1-1, he wants us to just keep going, keep believing and keep fighting until the very end and I feel as if we showed that today."
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