- Was cast as Don Quixote, but became seriously ill during the ill-fated making of a failed movie that was going to be called "The Man Who Killed Don Quixote". That and other circumstances led to the production being halted and the abandoning of director Terry Gilliam's film. A documentary was made about these occurrences, called Lost in La Mancha (2002) .
- Close friends with Jean-Paul Belmondo and Jean-Pierre Marielle. The three of them have known each other since their schooldays at the CNSAD (The Paris Conservatoire) and have been inseparable ever since.
- His other passion is horses. In 2004 he became a consultant on horseback riding for French TV.
- He's a passionate horse breeder and the owner of the renowned riding stables 'Le Haras de Villequoy'. Within the years, his stable boys included Guillaume Canet and future Oscar winner Jean Dujardin.
- He has a son, Pierre, born 1981, from his relationship with actress Nicole Garcia.
- He learned English seven months before the start of the production "The Man who Killed Don Quixote".
- He was close friends with Philippe Noiret. They appeared in 11 movies together.
- In his autobiography 'Ce genre de choses', he offers an hilarious recounting of his meeting with Harold Pinter: he and Delphine Seyrig had flown to London to convince the writer to give his permission for his plays 'The Lover', 'The Collection' and 'Old Times' to be performed in France for the first time. During their meeting at the bar of the Savoy Hotel, Rochefort, who could barely speak English, was just repeating the sentence 'We are before a wall' with regards to the stubbornness of Pinter's refusal, something that was deeply annoying the author. It was only thanks to Delphine's charms and communication skills that Pinter eventually reconsidered and gave his approval to the project. Rochefort thinks that Delphine went on to nickname him 'My Little Jeannot' because of his blunderer side.
- Member of jury Festival International de Cannes 2003
- Former student of CNSAD.
- Totò nicknamed him 'Signor Roccaforte' on the set of Beautiful Families (1964).
- He was good friends with Delphine Seyrig, who personally chose him as her partner in a theatrical production of "Cet animal étrange" (a Gabriel Arout play based on a series of short stories by Tchekhov) and went on to work with him on many other occasions, both on screen and stage. Rochefort always considered Delphine a crucial figure of his life, stating that the honor of being her partner helped him gaining a lot of visibility and respect as an actor. He was so devastated by Delphine's death that he coined the term 'orphan-brother' to describe his feelings.
- Has five children: Marie, Julien, Pierre, Clémence and Louise.
- Father of Pierre Rochefort with Nicole Garcia.
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