Rocket is an important leafy vegetable crop and a good source of antioxidants and anticancer molecules such as glucosinolates and other sulfur compounds. Rocket is also a hyper-accumulator of nitrates which have been considered for long time the main factors that cause gastro-intestinal cancer. In this review, the content of these compounds in rocket tissues and their levels at harvest and during storage are discussed. Moreover, the effect of these compounds in preventing or inducing human diseases is also highlighted. This review provides an update to all the most recent studies carried out on rocket encouraging the consumption of this leafy vegetable to reduce the risk of contracting cancer and other cardiovascular diseases.