This paper establishes the convergence of a multi point flux approximation control volume method on rough quadrilateral grids. By rough grids we refer to a family of refined quadrilateral grids where the cells are not required to approach parallelograms in the asymptotic limit. In contrast to previous convergence results for these methods we consider here a version where the flux approximation is derived directly in the physical space, and not on a reference cell. As a consequence, less regular grids are allowed. However, the extra cost is that the symmetry of the method is lost.