The 19-year-old defender will bolster Alex Dyer's squad and is the latest Cherries prospect to head to Rugby Park following Mikael Ndjoli's loan spell in the 2018-19 season.
Rossi told Killie's official website: "I'm really excited about the opportunity and I think it will be a great football experience for me to come here to a great club.
"I've been with Bournemouth since I was 16 and was part of the squad, which reached the last eight of the FA Youth Cup and last season I progressed to train with the first team quite a lot so I saw this as the next step in my career."
Dyer said: "He's a young centre-half with a bright future and will add a freshness to the club.
"I like the look of Zeno and this loan period gives him the opportunity to develop in a first-team environment."