In July 2003, Rochemback was loaned to Portugal's Sporting CP for a year, as part of the deal that saw Ricardo Quaresma move in the other direction for €10 million. In his second season in Lisbon, he helped the club to the final of the 2004–05 UEFA Cup, scoring a 30-metre free kick in a 2–1 win at Feyenoord in the second leg of the last 16, and wrapped up a 4–1 win over Newcastle United (4–2 aggregate) in the second part of the quarter-finals. In the final at the club's own Estádio José Alvalade he played the full 90 minutes of a 3–1 loss to PFC CSKA Moscow.