It was originally located on Green Springs Highway, and later on 7th Avenue South in Lakeview. The restaurant moved into the former Doodle's location on 21st Street in 2001. It was later operated by Dunlap's son, Josh.
In 2015 Retail Specialists announced a proposed redevelopment of the block into what became The Waites, a mixed-use project. Dunlap considered relocating the business, but ended up closing shop on March 19, 2016.
- Davis, Bryan (April 7, 2015) "Retail Specialists plans $13 million Southside mixed-use project." Birmingham Business Journal
- Poe, Kelly (April 9, 2015) "Rocky's Pizza will stay open; move to make room for $13 million development." The Birmingham News
- Poe, Kelly (February 29, 2016) "Rocky's Pizza announces closing date, future uncertain." The Birmingham News
- Rocky's Pizza website