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, Joshua.
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.
In 2023 Joshua Dunlap partnered with René Mercado Angeles, formerly of Gianmarco's, to reopen Rocky's in the Five Points Grocery building at 1924 11th Avenue South. The new location has mostly the same menu and decor, with the addition of a full bar.
- 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
- Stuart, Shauna (May 17, 2023) "Rocky’s Pizza set to reopen in Birmingham, headed to Five Points South." AL.com