The 67-year-old says the Whites stood off their opponents at Stadium MK over the weekend.
After scoring two first half goals, including one from the penalty spot, the visitors elected to soak up pressure for the remainder of the game, and were very nearly made to pay for it.
Speaking in an interview aired on LUTV after the game, club legend Eddie Gray was among the leading critics of the performance at Stadium MK, where he admitted the team were fortunate to pick up three points.
"If we play like that in the majority of games away from home, you won't win them," Gray said. "Because the performance didn't actually merit the win, even if you take it and move on. I hope the players learn from that."
The former Leeds boss also made reference to the team's recent 2-2 draw away at Bristol City, where Rosler's men threw away a two goal lead in the last 10 minutes.
But despite the performances not quite reaching the expectations of onlookers, the win for the Whites at MK Dons did take them up into the top half of the table, with the play-offs in sight.
Leeds are just a point behind Reading in sixth place, and can still lay claim to having one of the more stubborn records in the Championship. They have lost just one of their opening eight fixtures under Rosler.