The Owls are currently languishing at the bottom of the Championship table with only six points from 17 games and they will take on league leaders Leicester tonight.
Rohl was appointed as the new Owls boss last month replacing Xisco Munoz after the Spaniard was sacked after a poor start to the season.
Vestergaard is clear that the Championship strugglers will be desperate to get a result against the Foxes and he believes that they should not underestimate Rohl’s men.
The Foxes defender stressed that he knows Rohl from his time at Southampton and he feels that the German has a very good football brain.
“I don’t think there are any easy games in football”, Vestergaard told the Foxes in-house media about facing the Owls.
“Everyone’s here for a reason and have a lot of qualities, otherwise they wouldn’t be here at all.
“I know their manager, I worked with him at Southampton and he has a very good football mind on him.
“It’s a team we cannot underestimate, and I expect them to be coming at us.
“It’s a very difficult game away from home against a very big football club.
“They will want to beat us for sure.”
Rohl will be desperate to get his second win of the season against the league leaders at home tonight.
