The player joined Newcastle on loan on the final day of the August transfer window, and despite Roeder saying he would like to keep Rossi for the rest of the season, he has no chance.
Ferguson says he did the deal for the youngster to gain first-team experience.
But Rossi has started just two Premiership games for Newcastle and Ferguson wants his youngster back after Christmas.
Roeder: "I have not been in contact with Sir Alex. An experienced manager, as he is, he will understand I have got to do my job the way I see it.
"Seppe Rossi was at a funeral in Milan for our last Premiership game against Portsmouth, and of course Manchester United did not want him playing for us in Europe.
"But he is available again tomorrow and I am delighted he is. He should play some part for us."