The Argentina internationals will come face to face at the Etihad, with Aguero in rich scoring form with nine goals in as many Premier League outings this season.
"It's crucial to defend well against Sergio," Rojo told MUTV.
"Everyone knows he is a very fast player who can inflict damage.
"He's very good at getting into dangerous positions. You need to be very focused and concentrated on his movement and be very aware of where he is and where he might put himself.
"You need to do throughout the 90 minutes."
A victory for United on the weekend will lift them within one point of their third-placed neighbours.
Rojo added: "Sunday's game is very important. City are a direct rival in the League.
"A win would be very important for confidence for the next few matches and would help us in a big way to carry on amassing points."