The German has been discussing his fortunes at Leeds since taking over in the summer.
And the 46-year-old is delighted the Yorkshire side have so far scored in every single one of his games in charge of the team.
Rosler has, however, singled United's defence out as a key problem that needs to be ironed out as soon as possible.
Asked if he feels any pressure to register his first competitive Leeds win, the German told BBC Radio Leeds: "No. I think we've scored in every game since I've been here.
"We have to be better defensively. We have to start seeing games out. We have to start getting clean sheets and that's not only the defenders but the whole team. But, in general, we've come a long way already."
The fact goals aren't a problem for the Whites at the moment will come as a relief after last season's low-scoring Championship campaign, although two goals from two games is far from clinical just yet.
The Leeds defence is clearly more of a concern for Rosler, though, and United will have to defend better as a collective during the league season.
Getting knocked out of the Capital One Cup early, meanwhile, could inadvertently provide a boost to Leeds' league form, with Rosler's men having less to deal with in terms of fixtures.