The veteran forward - who turns 34 on Monday - scored his first professional goal for Lazio in September 2004 against Brescia.
With his total now at 99, he is hoping to reach a landmark at the Stadio Olimpico on Thursday.
"It would be special to do it in Rome, in front of my home fans," said Rocchi. "It's always nice to get to 100 goals when you're a striker and it would be even more special to do it at the Stadio Olimpico."
Lazio coach Edy Reja is set to make several changes to the starting XI that drew 2-2 at AC Milan last weekend, with Rocchi set to partner Djibril Cisse.
Cisse, who scored against Milan in what was his first appearance for Lazio since joining the club from Panathinaikos, has high hopes of going far in the Europa League.
"I want to win this tournament," he said. "It's an important competition and I would like to win it."
Rivals Vaslui are the minnows in the group, which also includes Sporting Lisbon and FC Zurich.
Vaslui coach Viorel Hizo believes his side has nothing to lose against Lazio.
"It will be difficult to surprise Lazio and bring home some points," he said. "Lazio are a great team, strong in every line.
"But we are going to Rome determined to get a good result.
"Against Dinamo no-one gave us a chance, but playing well we got a great result."
Vaslui, who are seventh in the Romanian first division standings, go into the European encounter on the back of a 3-1 triumph over league leaders Dinamo Bucuresti.
The visitors have won only once in eight European away games but Vaslui defender Zhivko Milanov believes his side can spring a surprise.
"I already faced Lazio two seasons ago while playing for Levski Sofia," he said. "I played in the return leg and we won 1-0 in Rome.
"I hope we can do something similar come Thursday."