After Chelsea were dumped out of the Champions League following a thumping 8-2 aggregate defeat by Paris Saint-Germain in the round of 16, Fernandez was asked by ESPN if he would be with the club next season.
In response, the Argentina international said: "I don't know, there are eight games left and the FA Cup. There's the World Cup, and then we'll see."
Fernandez, signed for a reported fee of £106 million from Benfica in January 2023, is under contract until 2032 at Chelsea.
"I had a great conversation with Enzo at length this morning before training, not just about his comments but how he is feeling, how we can as a team improve," Rosenior added, speaking ahead of Saturday's league match against Everton.
"He is one of the captains at the club, and what I will say is that he made it really clear how happy he is here at this club, how much he wants to win and how passionate he is for us to be successful.
"He also said that in translation and in emotions, things get misconstrued. For me, he is fully committed to this group and to winning here at this football club."
Chalobah out for six weeks
The manager also provided an update on defender Trevoh Chalobah, who was carried off injured during the defeat by PSG after appearing to twist his ankle nearly 180 degrees during a challenge on Achraf Hakimi.
"It wasn't until later, after the game, that I saw the image (of the twisted ankle). Then everyone saw it, and you're really worried," Rosenior said.
"It's never good to hear that Trevoh is out for any period of time, but fortunately, it's nowhere near as serious as first feared.
"It's not a serious injury, but we're looking at a period of six weeks, which is disappointing. But where we were a couple of days ago, we're in a better place than what we thought."
Chelsea, sixth in the Premier League standings with just one win in their last five league games, will be looking to right the ship and revive their quest for Champions League qualification when they take on eighth-placed Everton.
"We have eight huge games left in the Premier League and a cup competition we want to win. We are still in a place to effect things in a positive way," Rosenior said.