La Rocca was released by the Wanderers six months after helping them win the AFC Champions League and the Reds subsequently beat other A-League clubs to the defensive midfielder's signature.
"The last five months at the Wanderers were not fun anymore," Rome-born La Rocca said as he prepares for the start of Adelaide's pre-season on 6 July.
"With all that was happening with the club after winning the Champions League I did not enjoy playing the games or the training. It was a tough time, nothing like the previous two seasons.
"I was as sad as everybody else with the way the season unfolded but like any other profession it is important that you are content at work and I'm sorry to say I was not very happy in my last months in Sydney.
"I'm told that training at Adelaide is fun."
The uncompromising La Rocca gave everything to the Wanderers during his three-season stint at the club and he admitted he did not see his release coming.
"It came as a big surprise because it was something I did not expect," he said.
"But football sometimes goes like this. We did not do very well in the league last season and the club decided to release many players and I was one of them.
"I was not happy but you must accept these things as a professional footballer and await a new challenge.
"I was not too stressed because I was sure something would come up and all I had to do was wait and make sure I made the right decision.
"Fortunately there was some interest from other clubs in the A-League and when I received calls from the Adelaide coach (Josep Gombau) and sporting director (Michael Petrillo) I was more than happy to sign for the Reds for two seasons because many believe they play the best football in Australia.
"So in a way the move was the best thing that could happen to me."
Adelaide has undergone a 'cultural revolution' since Spaniard Gombau arrived at the club two seasons ago.
The Reds have painstakingly adopted a Hispanic playing style based on control of the ball and taking the game to the opposition's half that has made them one of the strongest and most attractive teams in the competition.
They won the inaugural FFA Cup with a 1-0 victory over Perth Glory.
La Rocca, whose role as holding midfielder was vital to the Wanderers' cautious tactics, feels excited about the challenge ahead.
"I would like to think that I am not just a defensive player and I can offer something more to Adelaide," La Rocca said when asked if he would provide his new team with more steel in midfield.
"One player cannot change a team, anyway.
"It will be up to me to adapt to the Reds' play and I'm looking forward to the challenge.
"I might even have to change my style of play."
Adelaide, which has been drawn away to Darwin Olympic in the first round proper of the FFA Cup, is at home to bitter rival Melbourne Victory in Round 1 of the A-League on 9 October.