In a 2001 game against the Kansas City Chiefs, Rhodes returned a kickoff for a touchdown. In that game, the Indianapolis Colts' starting running back, Edgerrin James, injured his knee and ended his season. As a result, Rhodes was the starting running back for the rest of the Colts' 2001 season. That year, Rhodes ran for the most rushing yards by an undrafted rookie in NFL history, with 1,104, despite only starting the final nine games of the season. Rhodes missed the entire 2002 season due to a torn ACL. After recovering, he backed up James from 2003–2005.