The pictures surfaced on social media on Sunday with the women posing for pictures with Rooney, who appeared to be asleep.
Rooney’s camp lodged a complaint with Cheshire Police as they believed the pictures were attempts to entrap the former England and Manchester United captain but investigations have since been dropped.
Rooney has been married to Colleen Rooney since 2008 and the couple have been blessed with four sons.
Speaking to Sky Sports after Derby County defeated Real Betis 1-0 in a pre-season friendly on Wednesday, Rooney said: "I made a mistake."
"I went to a private party with two of my friends and from me, I'd like to apologise to my family and the club for the images which were going round and I want to move forward on this.
"I'm grateful to Derby County for giving me this opportunity to get this club back to where it belongs, and I'll do everything in my power to make sure I do that.
"It's dealt with. I'm looking forward to moving forward and preparing for another game on Sunday."
Rooney spent 13 years as a player at Manchester United, winning five Premier League titles, one UEFA Champions League, one FA Cup and three League Cups among numerous other honours.
He also enjoyed two spells at Everton and featured for D.C United in America’s Major League Soccer at the latter stages of his career.
Rooney is also England’s all-time top scorer with 53 goals from 120 caps.
