Formula 1's bosses decided on Thursday not to introduce the protection until 2018 because they felt the 'halo' device tested so far needed more work.
But Rosberg said: "It is all ready to go. It just needs to be put on the car.
"For sure we all want it to be put on the car as soon as possible. I am disappointed and we'll look into that."
Some drivers believe it was the right decision to postpone the introduction of the halo.
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Renault's Jolyon Palmer said: "F1 safety is very good at the moment. We have very big run offs, I am pretty happy with the safety levels we have at the moment.
"It is personal preference, I know a lot of the drivers, especially the younger ones, are in the same camp as me."
But Rosberg said: "The large majority of drivers agree we need to get it on the car as soon as possible. It makes sense.
"It is such a huge step for safety."
The Grand Prix Drivers' Association [GPDA] has been vocal in pushing for the introduction of the halo and on Thursday its chairman, former F1 driver Alexander Wurz, said he "hoped F1 does not come to regret the decision".
Wurz added that it "could almost be seen as 'business first and safety second'".
Four-time champion Sebastian Vettel, a director of the GPDA, said: "I haven't read exactly what the reasoning was. It still remains positive that from 2018 onwards it is going to be on the car."
The decision to postpone the introduction of the halo caught some team insiders by surprise as all had been given the impression so far this year by the FIA, motorsport's world governing body, that it was working towards introducing the device in 2017.
F1 race director Charlie Whiting said the main reason for the delay was to give more time for drivers to assess its impact.
Whiting said: "The decision was taken that simply because only three drivers have ever tried it, and they have only done a total of four laps.
"This was something that everyone felt was quite a relevant thing and it wouldn't really be feasible to expect, in the short term, to get the relevant number of laps with the halo. That was the reason for introducing if for 2018 instead of 2017."
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Mercedes driver Nico Rosberg says he is "disappointed" with the decision to postpone the introduction of extra cockpit head protection until 2018.