Manchester United will face Middlesbrough in the FA Cup today.
Rooney told The Sun: “There is a lot of confidence at the club, but we are not over-confident and we definitely respect each of our opponents.
“There are some very difficult games ahead but when you look at the way we are playing for each other and getting results it helps.
“Obviously you set out to win every match you can and, hopefully, that means winning something at the end of the season.
“As a team we believe in our ability and we have great confidence.
“Everyone’s fit this year, which obviously helps. But there is generally more confidence among everyone and I know I have a lot more belief.
“The whole team has been playing brilliantly and that means opponents have a tougher job stopping us.
“They see Ronaldo running down the wing, or Scholesy and Giggsy coming through the middle and don’t know who to pick up.
“Goals are coming from everywhere and teams know they can’t just concentrate on one or two players.”