A product of hometown's S.L. Benfica's youth system, Lisbon-born Rosa joined the club at the age of nine. In a 2006–07 end-of-season friendly with AEK Athens FC, courtesy of manager Fernando Santos, he made his debut with the first team, replacing legendary Rui Costa; he eventually returned to the juniors, scoring 18 goals in his last year in the category. In the following three seasons, Rosa would be loaned by Benfica, always to clubs in the second division. On 31 August 2008 he made his professional debut, playing 17 minutes for G.D. Estoril Praia in a 0–0 home draw against U.D. Oliveirense, and was voted the league's Young Player of the Month in December 2008. He scored ten goals in the 2009–10 campaign for A.D. Carregado who were competing in that level for the first time ever, eventually being relegated back. In 2010–11, with C.F. Os Belenenses, Rosa was often played as a second striker instead of his favoured attacking midfielder position. He finished with 11 goals in all competitions, and was named the Player of the Year. In the following summer, Rosa was called to Benfica's first team along with fellow youth graduates Nélson Oliveira, Rúben Pinto and David Simão. However, it was soon after announced that the club and Belenenses had reached an agreement on extending the loan for the entire 2011–12 season: he continued with his goalscoring form and ended his second stint as team top scorer, also being voted the division two's Breakthrough Player of the Year. After his stint at Belenenses, Rosa was linked with Vitória de Setúbal, but he eventually returned to Benfica, being given the B-side's captain armband. On 27 October 2012 he was called by first-team coach Jorge Jesus for a Primeira Liga match against Gil Vicente FC, but did not leave the bench; he finished the second division campaign as the player with the most goals for his side, and for the second time in his career was voted Player of the Year.
Belenenses
On 2 August 2013, Rosa signed for former club Belenenses on a five-year contract. He played his first game in the Portuguese top flight on the 18th, replacing Fredy for the last 30 minutes of a 0–3 defeat against Rio Ave F.C. at the Estádio do Restelo. On 13 March 2016, Rosa scored his team's second goal in a 3–0 home win over S.C. Braga. It was eventually voted best goal of the month.
