Nigeria's hopes of reaching the last 16 hang in the balance following their 2-0 defeat to Croatia on Saturday, and defeat to Iceland would guarantee an early exit for the Super Eagles.
Rohr is sure his side will not slump to a second defeat, but knows Nigeria's inexperienced squad face a tough task to secure a place in the knockout stage.
"For me it's no question to lose, I don’t think we'll lose, so I don’t ask this question myself," Rohr answered when questioned how a defeat could impact his future.
"You can ask me again after the game, but I tell you we will not lose.
"We are the youngest team of the World Cup. We have John Obi Mikel who was and still is a very good player. [Victor] Moses too, these are well known.
"But with young players you hope they are stars tomorrow. I think we have a team for 2022, because when you are so young they will be better and better.
"We are number 50 in the world and I think Iceland are in the top 20, Croatia top 12 and Argentina in top eight.
"I see the matches are so different and the squads so close. We have to learn. It's not finished after the World Cup for us, we want to improve, learn. When you are the youngest it's not possible to already be the best."
— OptaJoe (@OptaJoe) 16 June 2018
While Nigeria failed to impress against Croatia, Iceland put in a superb performance to hold Argentina to a 1-1 draw - Alfred Finnbogason cancelling out Sergio Aguero's opener.
Euro 2016 surprise package Iceland rode their luck at times in Moscow, with Hannes Thor Halldorsson keeping Lionel Messi at bay from the spot, but Rohr is full of admiration for Heimir Hallgrimsson's side.
"I've a lot of respect for Iceland, they did so well against Argentina," Rohr added.
"We know it'll be very difficult to beat them. They have great players playing like a team. Like them we don't have the big stars, so we'll be like two collectives."