The 20-year-old has played just 38 matches in Le Championnat, but he has revealed that it is time to move and find a greater challenge.
The Ivory Coast-born ace said: "I have been in Auxerre for seven years and I want to improve, to see something else. I hope to get a good opportunity.
"I am not saying that Auxerre are not ambitious, but I want to go to another club where there is competition, a challenge. I want to improve."
There are rumours of English clubs being interested in the talented midfielder, but it remains to be seen if Auxerre will allow him to leave - especially in light of Rolland`s comments.
Cisse has been linked with Middlesbrough, while Mexes (pictured), who has been compared to French legend Laurent Blanc, has been courted by top Serie A teams including Roma.
When asked about the young talent at Auxerre, Rolland said: "It is completely logical that the good young players are attracting attention, but these players have a margin of progression.
"It is very simple; they signed contracts of long durations and we want to benefit from that.
"The club have a stable footing and our policy is very simple - they will remain whatever the proposals.
"This is nothing to do with finances, we want them to stay."