Rooney was left out of the squad for Sunday’s game against Swansea, though he joined his team-mates on the pitch to lift the Barclays Premier League trophy and collect his medal.
The striker is thinking over his future but Sir Alex insists it will be at Old Trafford.
"He's asked for a transfer, we've refused it and that's where it lies," the boss told MUTV after his final home game in charge of the Reds.
"It was better he didn't play today; he can mull it over now. He's not happy about being taken off a few times but Wayne in top form would not be taken off.
"He should think about his future here because he will be here."