Close to the border of Leicestershire and Rutland, the village is largely connected to the town of Corby where various local organisations utilise the Rockingham name.

[1] Other nearby villages include Cottingham, Great Easton and Caldecott.

[5] Rockingham was the site of a council convened by William II on 25 February 1095, intended to depose Anselm as Archbishop of Canterbury.

The Lords Spiritual, led by the Bishop of Durham, fell in line with the king, arguing that Anselm's support of the French-backed pope Urban II against the imperial pope Clement III made him a traitor to the realm.

The Lords Temporal demurred and supported Anselm, in the absence of any proof of felony.