In 1938, Rocco played for the Anniston Rams of the Southeastern League. Early on in the season, he was considered to be both one of the best hitters and fielders on the team, and finished the season with 14 triples in 137 games. The following year, he remained with the Rams, and finished the season with a .318 batting average, 11 triples, and 18 home runs in 142 games. Over the offseason, he married Helen Harwell. Rocco was projected to spend 1940 with the Rams again as they offered him a contract, however the Nashville Volunteers of the Southern Association offered him a contract for the season after a successful tryout, which he signed. Over the first two months of the season, Rocco had 11 home runs, which was tied for the league lead with Willard Marshall. He finished the season with a .305 batting average and 21 home runs in 148 games. After the 1940 season, Rocco was traded by Nashville to the Buffalo Bisons of the International League with Bob Boken for Les Fleming and cash; Rocco spent the next two and a half seasons with the Bisons. In 1941, Rocco hit .284 with 21 home runs and 79 RBIs, and in 1942 hit .297 with 23 home runs and 97 RBIs. After playing in 32 games for Buffalo in 1943, on June 4, 1943 the Bisons and Cleveland Indians made a trade which sent Rocco to the Indians to begin his major league career, while Eddie Turchin and Otto Denning were sent to Buffalo, ending their major league careers.