Rosi was originally in the Lazio youth system but switched over to Roma when he was 12 years old. He signed with A.S. Roma his first professional contract on 1 July 2004. Rosi made his Serie A debut on 28 May 2005, when Roma drew 0–0 with Chievo Verona. That was his only appearance in his first season with Roma. He then appeared in at least fifteen games in the 2005–2006 season. He scored his first Serie A goal against Parma on 24 September 2006. His second goal was scored against Messina during the last home game of the 2006–2007 season.