"I have arrived in a great club and was given a warm welcome by everyone," he told Inter Channel while showing off the new No 18 jersey.
"They all made me feel at home and I am truly very happy. I am so fired up and can't wait to play so I can give my new teammates a hand and put myself at the disposal of the Coach.
"I hope that I can immediately repay Inter for their faith in me. I trained with the side and could play tomorrow, though clearly I haven't played for Lazio in a while so I'm lacking match fitness."
Some supporters and pundits have suggested Rocchi is not the right signing for a young Nerazzurri side.
"You can only change those ideas on the pitch," he replied. "I thank Inter for believing in me. The Coach, the club and above all President Massimo Moratti, who intervened personally to bring me here.
"I am hungry and determined, especially to prove wrong those who think I have nothing more to give to football.
"I left Lazio on good terms. For now I want to concentrate on playing not think about what will happen afterwards."