Roccy FM was first broadcast as FM93.9 as supplementary FM radio station to sister station 2LF, before rebranding as Star FM. This lasted until mid-2008, when owners Macquarie Media Group purchased stations from Southern Cross Broadcasting, and was made to sell both Star FM and 2LF. It was purchased by Broadcast Operations Group, and was made to drop the Star FM branding.
After holding a competition to suggest new names for the station, the breakfast duo at that time, Daniel Sewart and Rick Knight, announced that Roccy FM had been selected after listeners voted on their favourite selection from a short list of entrants. Roccy is a backronym for Radio of CowraCootamundra and Young, the largest towns in the stations broadcast area.