Beginning as a farming community, Rockne traces its roots to German settlers who came to the area in the 1840s. In November 1846, the Daniel and Mortiz Lehman families arrived at Indianola, Texas from Schlesien, Prussia. They soon settled in this vicinity on Walnut Creek. Later, Andreas and Franz Meuth arrived from Wurges, Germany and settled on Sandy Creek. Also from Wurges, John Wilhelm, John Wolf, John Hartman and Philip Goertz arrived in 1856 and established farms along Walnut Creek.
In 1876, Philip Goertz and Michael Wolf donated land to area settlers to build the first Catholic church, Ascension of Christ Church. The building was destroyed by an arsonist's fire in 1891. The next year, on land donated by John T. Lehman, local residents established the Sacred Heart Church and Cemetery.
During its long history, the community has been known by many names. First called Walnut Creek because of its proximity to the stream, it was known as Lehman when a store and post office was established in 1900 with Martin Lehman as postmaster. The settlement later came to be called Hilbigville after William Hilbig and his sons opened a general store.
In 1931, the children of Sacred Heart School renamed the town in honor of Knute Rockne, renowned coach of Notre Dame University, who had died in a plane crash earlier that year.
continues to be a rural community, with Sacred Heart Catholic Church at its center.