In 2002, agent Charles Stuart approached Rocha at an Irish dance competition and asked her if she would consider modelling for him. At that point, she had never thought of modelling before. When she did begin to model, her knowledge of fashion was limited. She eventually gained insight into the fashion world after her best friends crammed in fashion study sessions in between studying for exams.
Rocha started her professional career in 2004, signing with SUPREME in New York City. Two years later, Rocha met fashion photographer Steven Meisel. Soon, she was featured in an editorial with Gemma Ward and Amanda Moore. The editorial kickstarted her career, landing her the cover of the February 2006 issue of Vogue Italia. The week after, she walked the Spring/Summer 2006 New York City runways for a handful of designers, most notably Anna Sui and Marc Jacobs. Backstage at the Anna Sui show, Rocha met model Naomi Campbell, who held her hands and told her she was “her new favorite model”.
After the New York Fashion Week, she soon followed by taking part in the Paris Fashion Week as well. She walked for esteemed designers like Stella McCartney, Shiatzy Chen, Christian Lacroix, Emanuel Ungaro, and Marc Jacobs. During Jean Paul Gaultier’s Scottish Highlands-inspired Fall/Winter 2007 show in February 2007, Rocha opened the show by Irish-dancing down the runway; American Vogue dubbed this the “Coco Moment” and suggested it as a sign that the fashion industry misses the “supermodels”.
In the May 2007, issue of Vogue (US), she was featured on the cover with models Doutzen Kroes, Caroline Trentini, Raquel Zimmermann, Sasha Pivovarova, Agyness Deyn, Jessica Stam, Hilary Rhoda, Chanel Iman, and Lily Donaldson as the new crop of supermodels. In 2008 casting agent James Scully said of Rocha: “I will be the first to admit I did not believe the hype, but within five seconds of meeting her, I was totally charmed and understood why everyone loves her. Some people feel her look is specific, but I find her to be the most chameleon-like of all the girls.”
Rocha married artist James Conran on June 9, 2010. Conran later became her part-time manager. On October 6, 2014, Rocha announced via her Facebook page, that she and her husband are expecting their first child, a girl, due in Spring of 2015.