The actor, who plays Juice on the FX drama, will appear in the 10th episode of Fox's new sci-fi procedural, according to Entertainment Weekly.
He will play Sonny, a former businessman who unleashes his violent side when locked up in Alcatraz prison in the 1960s.
Rossi has also appeared in episodes of Lie to Me and Grey's Anatomy, and played a supporting role in 2008 film Cloverfield.
The two-hour Alcatraz premiere pulled in a peak of 9.97m viewers on Monday night.
Series star Parminder Nagra (Lucy Banerjee) has hinted that many of the show's characters are "not really who they seem to be", while showrunner Jennifer Johnson has insisted that the drama is easier to understand than fellow sci-fi shows Lost and Fringe.
Alcatraz continues on Mondays at 9/8c on Fox.
> Alcatraz: 'Pilot' recap
> Alcatraz: 'Ernest Cobb' recap
Watch a behind-the-scenes Alcatraz video featurette below: