A native of Minnesota, Rocco began playing professional baseball in 1935, and played in the minor leagues for the next eight years. In June 1943, he was promoted to the Cleveland Indians, and served as the team's everyday first baseman during the war years. After the war ended, Rocco played one more season with the Indians in 1946, then returned to the minor leagues. There, he played primarily in the Pacific Coast League (PCL) until 1952, retiring after attempting to play amateur baseball in Minnesota and being ruled ineligible.