The defender, who was released by the club earlier this week, wrote an open letter to fans which was published in a local newspaper saying he felt compelled to write it having thoroughly enjoyed his time with the club.
Rosenior is out of contract with the Tigers next month and is one of a number of players allowed to leave by manager Steve Bruce following relegation from the Premier League.
He wrote in the Hull Daily Mail: “Due to the wonderful five years that not only myself, but my wife Erica and four children, have experienced while playing for this fantastic club, I feel compelled to write you an open letter to express my extreme gratitude for all of the support and best wishes I have received at this time.
“Firstly, I would like to say thank you to you the fans, for the unbelievable support I have received in my time here as a player and I hope I have represented you in a way that would make you rightly be proud of this amazing club. It has been an unbelievable journey.”
He also thanked the club’s owners, the Allam family, for “saving the club from extinction” as well as his team-mates who he described as “all fantastic people”.
He also thanked “the kit men and tea ladies, Paula and Jean”, before saying sorry for Hull’s on-field showing during 2014/15.
He added: “I would also like to apologise to you all at our failure to stay in the Premier League this season.
“I can guarantee you that all of the players gave everything and we were inconsolable in relegation and the unbelievable reaction we got after the game, a standing ovation at relegation again, proved to me what a unique, special and unbelievable set of supporters we have at this football club.
“You all deserve success and I know in time the club will grow from strength to strength.”
He also said “thank you” to the wider public, describing “a proud hard-working city that I have had immense pleasure bringing up my children in over the last five years”.
“Thank you for your tremendous support and I hope our paths cross again in the future,” he added.
Rosenoir, who turns 31 in July, played 161 times for Hull City after signing as a free agent in October 2010.