After two seasons at the Swans, Rocca was traded to his preferred home, Collingwood. Rocca was traded for fellow 1994 draftee full forward
Ben Wilson,
Mark Orchard and Collingwood's first two draft selections. The trade was controversially allowed to be submitted almost three hours after the trading deadline, as Wilson and Orchard were holidaying in Mauritius and were unable to be contacted in time. He made a name for himself as a strong
forward, with a booming 70+ metre kick, just like his brother. However, unlike his brother, Anthony was also used in the ruck. His importance to the Magpies forward structure was crucial, and he led the team's goalkicking, albeit with 38 goals in the year his team made a
Grand Final in 2002. In 2003, with the Magpies again facing Brisbane in the Grand Final, Rocca was suspended in the Preliminary Final against
Port Adelaide, shattering his dream of playing in another Grand Final. Without Rocca, the Magpies forward line structure was completely changed from the one that had been so successful throughout 2003, and by coincidence or not, Collingwood lost the match by 50 points. In 2004 he missed 7 matches with injuries, and fared even worse in 2005, snapping an
achilles tendon during the Round 4 clash with the Kangaroos, ruling him out for the rest of the season. During the
2006 season Rocca returned to the side and proved important to the Magpies' structure up forward. In the Round 2 match against Hawthorn he booted 8 goals against unheralded young defender
Zac Dawson. The decision by Hawks coach
Alastair Clarkson to play Dawson on the much stronger and athletic Rocca was heavily criticised in the media. Rocca spoke out on this and was quoted as saying "he has to learn". He kicked a career best season return of 55 goals and was the club's leading goalkicker for the third time. His first half of the season was fantastic, while he struggled in the second half. He made the news in the Round 16 clash against the
West Coast Eagles where he had shown the ball to umpire Hayden Kennedy, while walking off his mark, after Rocca turned-over a free kick, after a mistake by Kennedy minutes before. In round 22, Anthony played against his brother,
Saverio, for Sav's farewell game before heading to the United States to become a
gridiron punter. Rocca's 2008 season was highlighted by mixed form and inconsistency. He spent much of the first half of 2009 in the reserves, having been dropped from the senior side due to poor form and injury. With the continued rise of
Travis Cloke and
Jack Anthony, there was media speculation as to whether Rocca was needed in the senior side and some speculated that at his age he may never return. However Rocca answered his critics with some impressive form in the reserves earning a return in round 4 against the Brisbane Lions, in which he had a solid match up forward. == Retirement ==