She began dating Arsenal and Irish International footballer John Devine when she was 17 and they were married in 1981 and lived in England. The couple had two daughters, Danielle and Natasha, but separated in 1987 and she returned to Dublin with the children. They divorced in 1990. She was engaged to Cathal Ryan, son of multi-millionaire Tony Ryan who co-founded Ryanair and owned Guinness Peat Aviation. After living together for two years, they separated when Michelle was expecting their child, Claudia, who was born in April 1991. Upon Cathal Ryan's death in December 2007 of cancer, Rocca was quoted as saying, "He was a wonderful father to Claudia; he and I had a very good relationship over the past number of years and he will be greatly missed by all of us."