United currently sit in seventh position in the Premier League table after a disappointing campaign under David Moyes, and Rooney has insisted that he and his teammates must continue to work hard to complete the transition under David Moyes.
The 28-year-old is quoted by ESPN as saying: "It was always going to be tough when Alex left.
"It was obviously a massive change so we knew that it was going to be tough, but we didn't expect it to be as tough as it has been.
"But we have to put that right. We have to keep working, keep believing in ourselves and, hopefully, it'll get better."
United kept their hopes of silverware alive when they overturned a 2-0 deficit to progress past Olympiacos in the Champions League on Wednesday night.