Rocking isolation has been increasingly studied as a promising design concept to limit the earthquake damage of civil structures. Despite the difficulties and uncertainties of predicting the rocking response under individual earthquake excitations (due to negative rotational stiffness and complex impact energy loss), in a statistical sense, the seismic performance of rocking structures has been shown to be generally consistent with the experimental outcomes. To this end, this study assesses, in a probabilistic manner, the effectiveness of using rocking isolation as a retrofit strategy for single‐column concrete box‐girder highway bridges in California. Under earthquake excitation, the rocking bridge could experience multi‐class responses (eg, full contacted or uplifting foundation) and multi‐mode damage (eg, overturning, uplift impact, and column nonlinearity). A multi‐step machine learning framework is developed to estimate the damage probability associated with each damage scenario. The framework consists of the dimensionally consistent generalized linear model for regression of seismic demand, the logistic regression for classification of distinct response classes, and the stepwise regression for feature selection of significant ground motion and structural parameters. Fragility curves are derived to predict the response class probabilities of rocking uplift and overturning, and the conditional damage probabilities such as column vibrational damage and rocking uplift impact damage. The fragility estimates of rocking bridges are compared with those for as‐built bridges, indicating that rocking isolation is capable of reducing column damage potential. Additionally, there exists an optimal slenderness angle range that enables the studied bridges to experience much lower overturning tendencies and significantly reduced column damage probabilities at the same time.