Man United put in a dismal display at Old Trafford, particularly during the second half, and were left to rue missed chances as they were held to a goalless draw.
The result means United now need to win against Wolfsburg in a fortnight’s time if they are to guarantee qualification to the next round of the Champions League. Rooney insisted United have no-one to blame but themselves for the precarious situation.
“When it comes down to the last game you can’t pick and choose and say we want to finish first or second,” Rooney said.
“It’s all or nothing. We have to win. That’s the aim and that’s what we need to do.
“It’s a disappointing result overall and leaves us with a tough game in Germany now, but we believe we can go there and win.
“We were a bit panicky at times [against PSV], which allowed them to get back into the game.”
United’s qualification hopes hang in the balance as Wolfsburg will provide a stern test in Germany.
Louis van Gaal’s side went out of the Capital One Cup in meek fashion earlier this term and they will be keen on avoiding a repeat in the Champions League. United should be confident heading into the clash against the Bundesliga side but they will need to be much more clinical than they were against PSV.