The former Brentford boss replaces Owen Coyle, who won just seven of his 23 matches in charge and Rosler is already relishing his new position.
"I'm very excited and I'm also exhausted," he told Sky Sports News. "The last three days have been very hectic. It all came a little bit out of the blue. I didn't expect that.
"But my former club Brentford was very helpful and understood the situation; that when such a big club such as Wigan Athletic come in for me and give me such an opportunity.
"And also the fact that my family situation was quite difficult with the travelling that I have had to do for the last two-and-a-half years.
"So they gave me permission to talk with the cub and everything went very fast. It was finalised very quickly and I'm already up to speed and working.
"I have met the players and had the first training session and I think there is a very good situation about the place."
Wigan chairman Dave Whelan has said he did not need to interview anyone else once he knew Rosler was interested in the vacant managerial role.
"I've watched his progress, you've got to see who is doing well," Whelan told Sky Sports News. "Before you need a manager you've got to look and I looked across the leagues and I thought 'that lad's doing all right at Brentford because they could have got promotion last season', they were so unlucky.
"When he applied for the job I had in the mind his record and I did like what he's done.
"When I met him, I was convinced, I would say, in five minutes that this lad was what I thought I was looking for. He had the right attitude, he said the right things and I liked his attitude totally.
"It only took me five minutes to think 'I like this lad and I think I'm going to give him a go'."