The given name Rocio has its origins in Spanish and is derived from the Latin word "ros" meaning dew or morning mist. It emerged as a popular name in Spain during the medieval period, particularly in regions like Andalusia where the name held religious significance connected to the Virgin Mary.

One of the earliest historical references to the name Rocio can be found in the 13th century, when it was used to describe a miraculous event involving a statue of the Virgin Mary in the village of Almonte, near Huelva, Spain. According to legend, the statue was found in a tree surrounded by morning dew or "rocio" in Spanish, giving rise to the name's association with the Virgin Mary.

The name Rocio gained further prominence in the 15th century with the establishment of the Romería del Rocío, an annual pilgrimage to the village of Almonte to honor the Virgin of Rocio, also known as the Virgen del Rocío. This religious event became deeply ingrained in the cultural traditions of Andalusia and contributed to the widespread use of the name Rocio.

One of the earliest recorded individuals with the name Rocio was Rocío Vázquez, a Spanish noblewoman born in the late 15th century who played a significant role in the Reconquista, the Christian reconquest of the Iberian Peninsula from the Moors. Another notable figure was Rocío de la Asunción, a Spanish nun and mystic who lived in the 17th century and founded the Order of the Immaculate Conception.

In the 19th century, Rocío Carrasco y Salvadores, a Spanish actress and singer born in 1848, gained recognition for her performances in various theatrical productions. Later, in the 20th century, Rocío Durcal, a renowned Spanish singer and actress born in 1944, achieved international fame with her musical career spanning several decades until her death in 2006.

Another prominent figure with the name Rocio was Rocío Jurado, a legendary Spanish singer and actress born in 1944, who was widely celebrated for her contributions to the Copla genre of Spanish music. She remained an iconic figure in Spanish culture until her passing in 2006.