Rožman started his managerial career at Celje,[2] where he was at first part of the academy coaching structure, and was in charge of the youth selections.

He left Domžale on 3 September 2019, after failing to win a single game during the first eight rounds of the 2019–20 Slovenian PrvaLiga campaign.

[8] During the 2020–21 Europa League qualifying phase, he led Rijeka to respective 2–0 and 1–0 victories over Kolos Kovalivka and Copenhagen, qualifying for the group stage, where the team won four points in a group with Napoli, Real Sociedad and AZ Alkmaar.

[10][11] On 20 March 2021, Rožman signed a three-year contract with Slovenian side Maribor, replacing Mauro Camoranesi.

[12] He left the club six months later, on 20 September 2021, after a poor start of the 2021–22 season, as Maribor was sitting in sixth place after nine rounds.