The 34-year-old participated in his last training session at Formello, the capital outfit's training complex, on Tuesday and is expected to complete his transfer to the Nerazzurri in the coming days.
"[Tuesday was] my last training session here, although there are still some details to tie up before my transfer can be considered complete," Rocchi told Lalaziosiamonoi.it. "I leave Lazio reluctantly. Will I return? Hopefully it will be possible in the future."
Rocchi, who has three caps for Italy, joined Lazio in the summer of 2004 for a fee of 1.5 million euros from Empoli and scored 105 goals in 284 appearances in all competitions during his time in Rome.