He spent a large part of his career with Lazio and is the club's sixth highest goalscorer of all time, three behind Bruno Giordano.

Born in Venice, Rocchi began playing football in his home city and joined the youth ranks of Venezia at nine years of age.

A positive 2005–06 season saw Rocchi score a personal best 16 league goals as Lazio finished sixth, a place which was later taken away from them due to the Calciopoli scandal.

Beginning the 2006–07 season with an eleven-point deduction, a relegation battle appeared on the cards for Lazio, and a slow start did nothing to help the situation.

However, the team's form soon improved, and the deduction was reduced to three, making a tilt at a UEFA Champions League place an unlikely yet possible goal.

The 2007–08 season saw Rocchi make his personal debut in the UEFA Champions League, where he scored a crucial winning goal against Werder Bremen.

Rocchi suffered the indignity of being the only Lazio player to fail to convert his spot kick, however he did go on to score the winning goal in the Italian Super Cup final against Inter Milan.

This mark had only previously been reached by four players, Silvio Piola, Giuseppe Signori, Bruno Giordano and Giorgio Chinaglia.

[11] On 4 January 2013, after spending nine years at Lazio, Rocchi joined Inter Milan by signing a contract until the end of the 2012–13.

In August 2006, following Italy's fourth FIFA World Cup title, new Azzurri boss Roberto Donadoni called Rocchi up to the squad as a reward for his exceptional scoring record in Serie A.

[14] He scored on his debut against South Korea on 10 August, contributing in a 3–0 win which helped Italy to finish top in the Group D.[15] However, he picked up an injury during the match, a fracture in fibula, which forced him to abandon the tournament.