Leeds have won two games this season but both of those victories came away from home against Ipswich and Millwall, respectively.
Following a win at the Den after more than a decade, Leeds will hope to keep their away form going when they visit the MKM Stadium to take on an in-form Hull side.
The Tigers have won three of their opening fixtures and Rosenior insisted that his side will not take a step back at home against Leeds.
He indicated that it is going to be an exciting game as both teams like to play good football and they will try to outplay each other on Wednesday night.
The Hull City boss told BBC Humberside Sport: “We want to win on Wednesday and I am sure they do too.
“I think it will be two really good footballing teams at this level trying to outplay each other rather than sit back and defend.”
Leeds have scored seven goals on the road already this season and have looked a big attacking threat on the counter attack.