Rooney played 90 minutes at club level for the first time since April last night, completing a 0-0 draw against Chelsea, a club who have had successive bids turned down for his services this summer.
Neville believes that David Moyes would not dare risk strengthening one of his fiercest rivals for silverware, insisting that Rooney remains important to United despite a summer of unrest.
He told Sky Sports News: "We just saw from Wayne Rooney one hell of a performance for his first 90 minutes of the season. It was the way he put the effort in tonight. There was once when he ran back to the touchline with Ramires and had the whole crowd up on their feet.
"He's a player that's important to them and we saw tonight the fans gave him a great reception. He didn't give the magic moment, the goal that would have crowned it off. But for a first 90 minutes after being out for such a long time, in a big game under big pressure and with everybody looking at him, that was a pretty good night for him and I think Manchester United will keep him.
"Wayne Rooney hasn't handed in a transfer request, he hasn't refused to play and in fact tonight has done everything but that. He's actually put in an incredible shift. All you can be is professional and the fact of the matter is that he respects the club's wishes. I don't think they're going to sell Wayne Rooney in this next week because it will make them look weak, and they're not weak."