American journalist Westbrook Pegler stayed at the hotel and took movies from his balcony of the British fleet engaged in exercises.

In November 1935, Pegler reported that the hotel's management instructed guests to leave the full-length glass doors open while a new gun on HMS Hood, the largest warship afloat at the time, was tested.

A shell from a Spanish warship attempting to shoot down a rebel aircraft exploded over the city, causing a small landslide in which rocks and fragments struck the hotel's fire escape ladders.

[4] In April 1951, the hotel sustained damage in the explosion of the RFA Bedenham, an incident in which a 1,000-ton British munitions ship blew up at the Gibraltar naval base.

In April 1962, Sarah, the 47-year-old actress daughter of Churchill, was married to Thomas Touchet-Jesson, 23rd Baron Audley, in a civil ceremony at the Rock Hotel.

The Bland Group was founded in 1810 as a shipping agency and later provided a passenger service and transported supplies for Gibraltar's military garrison.

In 1997, Stephen Davenport, previously of Wood Hall Country House Hotel, Linton, West Yorkshire, became general manager of The Rock.

[15] In the 2009 guide book, "Frommer's Seville, Granada and the Best of Andalusia," the author described the hotel's Terrace Restaurant as the "single finest dining room on Gibraltar".