 In 2007 Rocca was made a Cavaliere del Lavoro and in 2009 he was awarded an honorary degree in Management Engineering by Milan Politecnico.In 2010 the President of the Italian Republic, Giorgio Napolitano, presented Rocca with the 2009 Leonardo Award for his contribution to enhancing Italy’s international standing in steelmaking, energy and infrastructure.In 2018 he was appointed by the President of the Italian Republic, Sergio Mattarella, “Commendatore” for his commitment and the contribution he has given to the country in the economic field 

A keen yachtsman and mountaineer, in 1970 Rocca took part in the expedition organized by the “Ragni di Lecco” mountaineering group to explore the Cerro Torre in Patagonia, regarded as one of the world’s most inaccessible peaks.