Roche comes from a family of talented musicians. Roche's father, also named Joseph Roche, was a native of Madras, India who came to the United States to study at the New England Conservatory in Boston  Roche's mother is from West Virginia. Joseph Roche senior was a violinist with the Minnesota Orchestra from 1959–1994 and the Macalester Trio from 1969–1994; his mother Sarita is a renowned coloratura soprano; and his sister Gita is a principal cello of the Baltimore Opera and the Baltimore Chamber Orchestra. Joe Roche grew up in the Kenwood neighborhood in Minneapolis and graduated from Minnehaha Academy and in 1998 received a degree in history from the University of Minnesota.
Roche became interested in politics and the Republican Party while he was college student. In 1990 at an Independent-Republican Party meeting he submitted a resolution in support of embattled Republican Senator David Durenberger, calling charges of unethical conduct against the Senator "trumped up too much."  In the 1990s Roche began political commentatory for the Minnesota Daily, student newspaper at the University of Minnesota. Roche was a frequent critique of liberals and the Clinton administration and an advocate for the views of the Republican Party. Despite the controversy surrounding him, Roche won the Minnesota Daily’s Harrison Salisbury Annual Achievement Award in 2005.
Roche is a self described ``geek who has long followed issues involving the Middle East. He was frustrated with the way the U.S. responded to terrorism before September 11, citing the attack on the World Trade Center in 1993. Roche volunteered for the military after the September 11th terrorist attacks, stating that "When September 11 happened, I just realized I can't sit out this one.  Following the attacks Roche joined the Israel Defense Forces for a brief stint. But in 2002 he returned to the United States and enlisted in the United States Army and deployed to Iraq in May 2003 as a member of the Army's 16th Combat Engineer Battalion. Roche was stationed in Baghdad and held the rank of specialist. His main responsibility was as a Humvee driver and gunner. When President George W. Bush traveled to Baghdad on Thanksgiving Day 2003, he shook hands with Roche, who had been in Iraq since the end of May. Roche had been a vocal advocate of a continued American military presence in Iraq and criticized calls in the United States for a withdrawal of American troops from Iraq, what they're [the guerrillas] really aiming for is to break the will of the American people.... They know they can't defeat us in Iraq. They're trying to defeat us back here at home.  During his tour in Iraq, Roche was once driving his Humvee 75 miles per hour when two Iraqi men waved to stop him, preventing him from driving over a roadside bomb. Roche later commented to the Star Tribune news paper that these men "saved our lives. Iraqis are sticking their necks out for us." 
Quoted by President Bush in 2004
Roche’s editorial “Keep the faith - we are, the Iraqi people are,” written while in the field in Iraq, was widely printed in the conservative press, read on air by Rush Limbaugh and other conservative talk show host radio. It was quoted by President George W. Bush at the Republican National Convention in 2004.
Roche's father died in July 2007.
- Cohen, Ben (2007-07-29). "Joseph Roche fell in love with the violin as a kid - He joined the Minnesota Orchestra in 1959 and also played with the Macalester Trio and the Boston Pops". Star Tribune.
- Anthony, Michael (1994-04-24). "Roche's departure ends original Macalester Trio". Star Tribune.
- Hotakainen, Rob (2004-01-10). "Stay or go? Iraq opinions diverge - It's a familiar debate in state, across nation". Star Tribune.
- McGrath, Dennis J. (1990-02-28). "Durenberger's precinct backs him - Position on abortion accounts for nays in 11-4 vote". Star Tribune.