The England striker had skippered United on several occasions before, but his first match as full-time captain came on Saturday when Swansea travelled to Old Trafford.
Rooney equalised Ki Sung-yueng's opener with an acrobatic volley but could not find another, and Swansea ran out 2-1 winners thanks to Gylfi Sigurdsson's 72nd-minute winner.
For Rooney, it was by no means a satisfactory way to start his spell as United skipper, and he quickly wants to move on from the defeat.
"It was a proud moment but a disappointing result," he told MUTV.
"It's not one I'll look back on and remember with fond memories.
"You always want to win
It was a nice moment, but I'm disappointed we lost."
Saturday's match was an afternoon of firsts
United manager Louis van Gaal got his first taste of English football - although it will be one he wants to get out of his mouth quickly.
Tyler Blackett and Jesse Lingard made their debuts while Adnan Januzaj wore the prestigious number 11 shirt for the first time.
Ryan Giggs owned that jersey for the last two decades, so the diminutive Belgian felt pride - and pressure - when he pulled it on at the weekend.
"It was a big honour for me and my family and I was very happy to have it given to me," the young midfielder said.
"There is pressure on me because there was a legend in front of me who had it for 20 years, but I am really happy with that."
Januzaj was keen to stress nothing should be read into the defeat.
"It was a very disappointing match but it's only the first one of the season so it's nothing," said Januzaj, who came on for the injured Lingard in the first half.
"We'll move on to the next one now."
Januzaj thinks United are better-equipped to recover from a setback now than they were under David Moyes, the man who led United to victory over Swansea this time last year but ended the year in seventh.
"A lot of things have changed," Januzaj said when asked about Van Gaal's impact at the club.
"He is a top, top manager and we respect him a lot
We are working hard for him, the team and everyone else at the club.
"He was honest with us after the match but it's only the first game."
Those United fans worried about the state of their defence were given further cause for concern on Saturday.
There was a lack of cohesion and focus from the back five, which turned into a back four after the break as Van Gaal ditched his 3-5-2 system.
United's vice-captain Darren Fletcher was unhappy both goalscorers were unmarked when they beat David De Gea.
"We conceded bad goals," Fletcher said
"For me it felt like Swansea scored with their first attack
"We started the second half very well and got back into the game and then they sucker-punched us again.
"It felt like they had only two chances in the game and they've managed to score them both
That's hard to take and disappointing."
Sigurdsson, meanwhile, could not think of a better place to score on his second debut for Swansea.
"Getting three points at Old Trafford is always special, but to score the winner here has been a dream for me ever since I was young," said Sigurdsson, who returned to Swansea in the summer following a two-year spell at Tottenham.
"It is one of the biggest stadiums in the world."
Source : PA
Source: PA