Former England international Rooney was watching on at the Racecourse as Phil Parkinson's side took Chelsea all the way in the fifth round tie, before they lost out 4-2 after extra time.
Down to 10 men following the dismissal of midfielder George Dobson, the Reds kept posing an attacking threat in extra time and O'Brien was just inches away from finding the net for Wrexham's third goal.
Rooney, who signed O'Brien on loan when he was manager of Major League Soccer club DC United, told BBC's Match of the Day: "He was everywhere. The energy he showed throughout the game was outstanding and, for Lewis, this is (something) we were working on a lot.
"It's probably the one thing he needs to improve on is his finishing. So, I weren't surprised he didn't score.
"But, he was excellent the whole game."