The Hoops have now lost two vital games in a row after suffering defeat to rivals Rangers in Sunday's Old Firm derby - a match with which they could have wrapped up the Clydesdale Bank Premier League title had they won.
A week earlier, Neil Lennon's men saw their hopes of a domestic treble shattered when they lost the Scottish Communities League Cup final to Kilmarnock.
However, Rogne insists Celtic do have the mentality to cope with crucial encounters.
The Norwegian defender said: "We have played big games before and won them.
"I don't think it's a mental thing. Going into big games is not a problem for us, it's something we all look forward to.
"Of course we were disappointed with the last two games.
"We wanted to win them but sometimes it happens in football that you lose important games. It's part of the game.
"We are just looking forward to turning it around again.
"It's very disappointing and it's frustrating for everyone but it happens and I still think we have had a good season so far. But we need to get back to winning ways again and finish off in a good way."
Celtic had been tipped to come out on top against their beleaguered Old Firm rivals last weekend but lost 3-2 as Rangers prevented an unwanted title party on their turf.
Rogne added: "Everyone wants to rewind the game in their heads and we have probably been doing that for the last few days.
"Sometimes it just happens in football. We won a lot of games in a row - big games as well - and you lose two games and that happens as well.
"It's hard to say exactly what went wrong, it's part of the game."
Meanwhile, Rogne has reiterated his desire to sign a new contract and remain at Parkhead.
The 21-year-old arrived from Stabaek under freedom of contract in January 2010 and signed a three-and-a-half-year deal.
He said: "I'm just waiting for my agent to come over here. We will see what happens when the talks start about the terms.
"The first thing I thought when I signed here is that it's the perfect place for me to be and I can learn a lot in the game.
"There are still a lot of things I can learn so for me to stay here is absolutely ideal."