Rolls was released by the Devil Rays on November 23, 2004. On January 21, 2005, he signed with the New York Yankees, but was released on May 1, 2006. Rolls signed on May 10 with the Chicago White Sox and played for their Triple-A affiliate, the Charlotte Knights. On June 7, 2006, Rolls was released after batting only .182 in 17 games. After his release, he signed with the Bridgeport Bluefish of the Atlantic League where he played well, batting .315 in 74 games.
For 2007, Rolls signed with the Long Island Ducks, where his season was cut short by injury. He re-signed with the Ducks for the 2008 season, then went on to play for the Kansas City T-Bones in 2009, mostly as a first baseman. He retired after the season and rejoined the team as hitting coach.
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