The Blues travel to face Hull City in the FA Cup fourth round on Friday night at the MKM Stadium. It marks the start of what Rosenior described as a significant period for the entire squad.
Chelsea remain active in the Premier League, the UEFA Champions League and the FA Cup, and Rosenior underlined that rotation and readiness throughout the dressing room will be vital.
"At this club you need to win every game and you need to be in every competition. There doesn't need to be a conversation about that, that's clear," said Rosenior, as quoted by the club's official website.
"So we don't have ideas about what competition is more important than the other. We just want to win every game that we play.
"That's why you have a squad. You need a good squad to compete in the competitions that we're in and I'm sure I'll pick a team - and a bench as well, which is important - that is strong enough to win the game."
He provided updates on Tosin Adarabioyo, who scored in the 5-1 victory over Charlton Athletic in the previous round but has since been sidelined with a hamstring injury. The defender is closing in on a return.
"Tosin trained fully for the first time on Wednesday, so this game might come a little bit too soon, but we'll make that judgment with the medical team," added Rosenior.
Goalkeeper Filip Jorgensen has also been absent, with 22-year-old Teddy Sharman-Lowe, recalled from a loan spell at Bolton Wanderers in January, supporting Robert Sanchez from the bench.
Following the Hull tie, Rosenior will benefit from his first uninterrupted midweek training block since taking charge - an opportunity he believes will allow the squad to refresh, reflect and sharpen ahead of their return to league action.
He concluded: "It's massive. It's key for the players' rest, recovery, recuperation, for tactical things to happen on the training pitch in the build-up to the Burnley game.
"It's a really big thing for us and it's the first time for not just the players but myself, the staff, to sit back and take stock a little bit of where we are."
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