The patroness of Alessandria della Rocca is the Madonna della Rocca, celebrated on the last Sunday of August, with celebrations stretching from the preceding Friday to the following Tuesday. Her sanctuary dates from the 17th century.
The town itself bears its patroness's name: it was first called Alessandria della Pietra, after the feudal lord Alessandro Presti and the nearby Castello della Pietra d'Amico, of Saracen origin; then, from 1713, Alessandria di Sicilia, to distinguish it from other towns of the same name in Italy. The current name, which recalls precisely the Madonna della Rocca, was given to it on 10 May 1863 by royal decree, adopting the town council's resolution of 7 November 1862.