The Fiji-born wing, who has scored 46 tries in 66 Tests for the All Blacks, will link up with Bayonne following this year's World Cup in New Zealand.
Rokocoko, 27, has agreed a two-year deal with the option of a third year, moving to Europe from Auckland Blues.
And he becomes Bayonne's latest big-name signing for next season following their recruitment of All Blacks forwards Neemia Tialata and Sione Lauaki, plus Toulouse's France international wing Cedric Heymans.
"He is a passionate guy who is not coming here on holiday," Bayonne sporting director Christian Gajan told the club's official website.
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