Rosler saw Wigan Athletic enjoy a productive February in league and cup competition, while Dyche kept Burnley on course for automatic promotion.
McClaren's Derby County are also in contention for a top-two finish and Sannino has Watford staging a late charge for a play-off spot.
Derby and Burnley are also represented among the Player of the Month hopefuls, in the form of full-back Craig Forsyth and fearsome frontman Sam Vokes, with Leeds United forward Ross McCormack and Blackburn Rovers goalkeeper Paul Robinson completing the four-man shortlist.
Here, Sky Sports considers more closely the managers in contention.
Uwe Rosler (Wigan Athletic)
His influence made itself felt at the DW Stadium as his side gained four wins in five matches. There was a vital 1-0 victory at promotion rivals Brighton & Hove Albion to sit alongside FA Cup progress. Has inserted belief and solidity in his team.
Sean Dyche (Burnley)
Led a major push for automatic promotion during a month in which his side collected 11 points from five games. Their vibrancy in attack earned a 3-3 draw at rivals Queens Park Rangers and a Championship-leading 11 goals in February.
Steve McClaren (Derby County)
He arrived in Derby to a burst of thrilling attacking play. In February, he demonstrated his organisational ability with his side earning 10 points from 12, collecting three 1-0 wins as they closed in on the automatic promotion places.
Giuseppe Sannino (Watford)
A busy February was rewarded with 11 points and four clean sheets from six games as he brought pragmatism to Vicarage Road. The counter-attacking prowess he preaches was seen in a 2-2 draw away to leaders Leicester City.
Sky Sports also takes a look at those in the mix to be named Player of the Month.
Craig Forsyth (Derby County)
The Scottish left back has benefitted from the influence of Steve McClaren. His solid positional play and tackling contributed a full part to three clean sheets, while he also burst forward to score in the 3-3 draw at Birmingham City.
Ross McCormack (Leeds United)
Four more goals in February for the prolific striker, including a hat-trick in 5-1 derby win over Huddersfield Town and a brilliantly curled equaliser in the 2-1 victory at Yeovil Town.
Paul Robinson (Blackburn Rovers)
Back in brilliant form after a 13-month absence through injury. He kept clean sheets in all three games, helping to make his back four more assured. Made key saves against Blackpool and turned in a superb display at Middlesbrough.
Sam Vokes (Burnley)
Claimed the spotlight at Turf Moor with five goals. Used his physical presence to grab the winner at Bolton. Produced two lovely finishes against Millwall as he continued his dynamic partnership with Danny Ings.