Rocco began his professional career in 1935 with the Portsmouth Pirates of the Middle Atlantic League; he had a batting average of .340 in 95 games. He had stints with the St. Paul Saints and the Knoxville Smokies, but spent most of the following season with Portsmouth, playing in 79 games for them and 92 games between the three teams. After another handful of games with St. Paul, Rocco spent most of 1937 with the Dallas Steers of the Texas League, where he had a .259 batting average, a .986 fielding percentage, and 22 doubles in 115 games.