The striker, who played with Neville for seven years at United and four years with England, handed in a second transfer request in less than three years in May, with then-manager Sir Alex Ferguson immediately ruling out an exit.
Rooney has reportedly held talks with two mystery clubs over a possible summer switch, but Neville has questioned why any player would actively seek an Old Trafford departure.
"I played with Wayne Rooney for many, many years,” Neville told talkSPORT. "He’s a fantastic football player. I’ve seen David Beckham, and other big players, leave Manchester United and it really is something that comes down to the individual and the club.
"I’ve seen Ryan Giggs at 27 years old get linked to Inter, Juventus and AC Milan and stay. I’ve seen David Beckham get linked to Barcelona and Real Madrid and leave. I’ve seen both ways succeed.
"Personally, with my allegiances, I would never recommend anyone leave Manchester United, because I believe it to be a great stage to play football and you can achieve what you want there."
Moving on to speculation of possible new arrivals at Old Trafford, United reportedly had lucrative bid rejected by Everton for left back Leighton Baines. Neville was reluctant to comment on the speculation, but acknowledged the talents of the England international.
"I’ve seen a lot of the speculation over the last few days about Leighton," Neville said. "He had a fantastic season last year and was brilliant for Everton.
"He’s been a great performer for the last few years and it’s inevitable that he will be linked with the top clubs in the Premier League."