The Italian appointed his fourth coach in Rosler earlier this summer despite only taking charge of the club in April 2014.
He called former coach Neil Redfearn "weak" after he returned from his Football League ban for a tax conviction.
Cellino hired 36 coaches during his time at Cagliari but he insists that Rosler will be staying put.
He said on Sky Sports News HQ: "We don't have to rush. We have to build a strong team - that takes time. We have to build a mentality and teach the players at Leeds to build something important.
"Looking for the big money of the Premier League doesn't help you. That is a lot of pressure and you can make a lot of mistakes. We don't need financially to rush. We have a balance and the costs are under control. We want a team that can take us as far as we can."