On Broadway, Rocca played the role of Vice Principal Douglas Panch in The 25th Annual Putnam County Spelling Bee.

Rocca was born in Washington, D.C.; his mother immigrated there from Bogotá, Colombia in 1956 at age 28, and his father was a third generation Italian-American from Leominster, Massachusetts. He attended Georgetown Preparatory School, a Jesuit boys' school in North Bethesda, Maryland. He graduated from Harvard University in 1991 with a bachelor of arts degree in literature. He served as President of Harvard's Hasty Pudding Theatricals, performing in four of the company's notorious burlesques and co-authoring one (Suede Expectations).

Rocca began his career acting on stage in the Southeast Asia tour of the musical Grease (1993) and Paper Mill Playhouse's South Pacific (1994).

From 1998 to 2003, Rocca was a regular correspondent for The Daily Show, which gave him his start in television. His work included campaign coverage for Indecision 2000 and a regular feature called "That's Quite Interesting."

Rocca's satirical book, All the Presidents' Pets: The Story of One Reporter Who Refused to Roll Over, deals with American Presidents, their pets, and reporters and was published by Crown Books in 2004.

Rocca appeared in the 2005 film Bewitched and, in 2007, in the independent science-fiction family comedy I'll Believe You with fellow Daily Show alumnus Ed Helms. In 2012, Rocca was the narrator of the documentary Electoral Dysfunction, a movie which satirically analyzes the American voting system and which aired on PBS in 2012 and 2016.

In July 2011, Rocca revealed on The Six Pack podcast (episode 73) that he is gay. His participation in Pope Francis' September 2015 Mass in Madison Square Garden was hailed by gay rights advocates.

Rocca created and since its debut in 2012 has hosted the program My Grandmother's Ravioli on the Cooking Channel, for which he travels across the United States, learning to cook from grandmothers and grandfathers in their kitchens.

He is also the host of the weekly The Henry Ford's Innovation Nation program, which has aired as part of the CBS Dream Team on Saturdays since 2014.

On May 13, 2015, Rocca appeared on a Celebrity episode of Jeopardy! and came in second to CNN correspondent John Berman, amassing a total of $41,600.

Rocca began moderating the finals of the National Geographic Bee in 2016. Soledad O'Brien preceded him and Alex Trebek preceded O'Brien.