Phoenix confirmed it had lost the exciting 19-year-old on Sunday but the length of the deal has not yet been disclosed.
"Marco has advised the club he has signed a contract with the Melbourne Victory, and he'll be joining them when his contract expires on March 31," a Phoenix spokesman said.
Rojas made 21 appearances for Wellington, with the club disappointed to have lost the exciting winger.
"We felt that there was still a lot of room for Marco to grow within the Phoenix environment so we are disappointed he's going somewhere else within the A-League," Phoenix chief executive Nathan Greenham told stuff.co.nz.
"We made Marco a fair and reasonable offer and our understanding is that it wasn't a financial decision. It was a massive increase on what Marco was earning previously."
Phoenix and All Whites coach Ricki Herbert had said that Rojas' decision was a matter of loyalty, as Phoenix was flexible on finance and contract terms.
Rojas won a Yellow Fever scholarship and earned a trial with Phoenix which resulted in a two-year contract and his A-League debut in September 2009.