The former Biancocelesti attacker is delighted about his switch to the Nerazzurri, saying that he needed a change of scenery after falling out of favour at Inter
The experienced forward has found playing time at the Stadio Olimpico difficult to come by this season due to the form of Miroslav Klose, and is set to move to San Siro, where he is hoping to feature regularly and notch his 100th Serie A strike.
"It's strange to leave Lazio after such long time," the 35-year-old told Sky Sport. "But now I'm glad to be in one of the most important teams in Europe.
"I wasn't even the vice-Klose at Lazio. Seeing as I have not played a lot at all this season, I needed a change of scenery.
"The first target is the 100 goals in Serie A. I want to start strongly now, I want to give my contribution to the team and repay the faith that Inter is giving me. [Andrea] Stramaccioni talked to me about what he wants from me."
Rocchi went on to say that he was aiming for a top-two finish in Serie A this season, but accepted that the Nerazzurri face stiff competition.
"I hope that Inter can reach second place in the table. I think Lazio will fight to the end. The championship is not over yet, Inter are still in the race.
Finally, Rocchi stated that he would be open to a return to Lazio in a non-playing role once his days on the pitch have come to an end.
"Future as an executive at Lazio? This is going to be a thing we will discuss in the future, I still want to play for a few years. However, in a few years I want to talk about this subject with Lazio."