The Scot says he will continue with the former Everton man on penalty duty as long as the striker wants to take them, following his miss in the victory over Bolton Wanderers
The 25-year-old hitman has missed four of his last eight penalties, with the latest coming during a 3-0 win over Bolton Wanderers.
The forward stepped up to take the spot-kick after Zat Knight fouled Danny Welbeck in the area, but a superb save by Adam Bogdan prevented the former Everton man for hitting the back of the net.
"I'm happy to suffer," Sir Alex said according to The Mail on Sunday.
"I think that when he missed the penalty last week, it affected his game a wee bit. All players can improve when they are 25, including Wayne.
"I don't know who will take the penalties against Arsenal. Absolutely, Wayne wants to keep on taking them. It's a question that's down to him really, definitely. If he is happy take them, I am happy to suffer."
But for his part, Rooney has no intention of giving up the responsibility despite his string of recent miscues.
He said: "Of course I'll still take the penalties.
"These things happen - sometimes you miss. It's not nice to miss but I'm not worried about it."