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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Chamakh, 32, is a free agent, having been released by Premier League side Crystal Palace at the end of his contract in the summer.
The Morocco international had a three-year spell at Arsenal, having arrived from French club Bordeaux in 2010.
He had loan spells at West Ham United and Palace before joining the Eagles on a permanent basis in 2014.
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Warnock, appointed on Tuesday, is moving rapidly to revamp the Cardiff squad.
The Bluebirds are expected to confirm the signings of Junior Hoilett and Sol Bamba as well as Chamakh, in time for the opening game under Warnock at home to Bristol City, on Friday, 14 October.

It follows a string of high-profile gang rapes in the country.
The watch, developed by the Centre for Development of Advanced Computing, can be used to alert authorities and family members if the wearer is in danger.
The wearer can send a message to the nearest police station or chosen relatives by pressing a button. The GPS system will pinpoint the location.
The watch will also feature a built-in camera that can record for up to half an hour.
According to the Wall Street Journal blog India Real Time, a prototype watch will be ready by mid-year and will cost between $20 and $50 (Â£13 to Â£32).
The government has held initial talks with state-run telecom equipment maker ITI Ltd about manufacturing the watch, it said.
The brutal gang rape and murder of a young woman in Delhi in December raised questions about how well the country is protecting women from sexual violence.
It led to nationwide protests with campaigners calling for tougher rape laws.
This month, a 21-year-old factory worker living in a suburb of Delhi was found dead, allegedly another victim of gang rape.
Meanwhile in Goa, a seven-year-old girl was raped in a school toilet.
The cases have sparked a search for technologies that can help and Indian trade group Nasscom recently announced a competition for firms to develop apps specifically focused on keeping women safe.
Mercedes driver Nico Rosberg says he is "disappointed" with the decision to postpone the introduction of extra cockpit head protection until 2018.
[NEXT_CONCEPT]
Former Arsenal striker Marouane Chamakh is the latest target for new Cardiff City manager Neil Warnock.
[NEXT_CONCEPT]
The Indian government is working on a GPS watch that it hopes will help in the fight against rape.