Born in Budapest, he was a graduate of the Franz Liszt Academy of Music, where he studied under Zoltán Kodály, Béla Bartók, and Ernest von Dohnányi, and conducting under János Ferencsik, among others.
At 24, he was appointed Music Director of the Debrecen Opera and subsequently the orchestras of Miskolc, Pécs and Györ in Hungary.
After the Hungarian Revolution of 1956, Rozsnyai left Budapest for Vienna, where he founded the famous Philharmonia Hungarica, composed of outstanding exiled musicians.
[1] Under the auspices of the Rockefeller and Ford Foundations, Rozsnyai brought the Philharmonia Hungarica to America in 1959 for its first United States tour.
In 1982, he built up the Knoxville Symphony on the occasion of the World's Fair, and in 1987, he founded the International Orchestra of San Diego.