After finishing fourth on his only appearance as a two-year-old, the colt was undefeated in three starts in 1833, winning the St Leger in the harlequin colours[1] of Richard Watt and taking the Doncaster Cup against older horses in the same week.

[4] He was bred at Malton in Yorkshire by William Allen (the breeder of the St Leger winner Rowton)[5] and was the ninth live foal produced by the Irish-bred mare Medora, a descendant of Prunella's sister Peppermint.

[12] He was not particularly impressive, but retained his position as a leading contender for the St Leger on the strength of reports from private trial races which had shown him to be superior to his stable companion Belshazzar.

[10] A furlong from the finish, Darling found a gap for his horse, and Rockingham accelerated past Mr Walker's colt Mussulman to win very easily by two lengths.

[15][16] The unusually slow winning time and the fact that most of the runners finished closely grouped behind the winner led the Sporting Magazine to conclude that the race had been a sub-standard renewal of the classic.

He started a 12/1 outsider but finished strongly to be second of the ten runners behind the favourite Glaucus[18] and there was some criticism of his jockey, Jem Chapple, who had given the colt a great deal of ground to make up in the closing stages.

[22] On 13 August at Lewes he started favourite for a King's Plate but finished second in both heats to Famine, a three-year-old daughter of Humphrey Clinker, despite being ridden "very severely" by Chapple.

[23] Rockingham's last race of the season came at Canterbury on 27 August where he won his third King's Plate of the year by beating Captain Ricardo's six-year-old Vestris in two heats.

Robinson, believing that he had the race won, eased the horse down sixty yards from the finish, only to be overtaken and beaten on the line, provoking "roars of laughter" from the crowd.

[27] Rockingham began his final season in June with a second attempt at the Ascot Gold Cup, and repeated his previous effort by finishing second, this time to the five-year-old Touchstone.

Rockingham's only victory of the season came on 5 August, when he defeated Lord Exeter's four-year-old Luck's-all to take the Brighton Gold Cup for the third year in succession.