Da Rocha, an ethnic Ijesha, was born to the family of Joao Esan Da Rocha, a former Brazilian slave;[4] his father was 10 years old when he was captured as a slave in about 1840 and Candido was born in the Bahia region of Brazil.[5] Candido attended CMS Grammar School, Lagos where he was peers with Isaac Oluwole and Herbert Macaulay.[6] Candido is the brother of Moses Da Rocha, one of the earliest Western-trained Nigerian doctors.He was a founding member of the Lagos auxiliary to the Anti Slavery and Aborigines Right Society which was headed by James Johnson and had Samuel Pearse, Hon.[3] Among his children were Alexander Da Rocha, Adenike Afodu, Angelica Folashade Thomas and Louissa Turton.