Roche, who is bilingual in English and German, is the daughter of an engineer and a politically and artistically active mother. She has lived in Germany since the age of eight, having previously lived in London and the Netherlands. She grew up in a rather alternative cultural environment, the Lower Rhine region, in a family with liberal views. Her primary school was in Niederkrüchten. In 1989 she went to the secondary school, St. Wolfhelm Gymnasium, in the neighbouring town of Schwalmtal. When she was 14 years old she moved to Mönchengladbach, where she was educated at the Hugo Junkers Gymnasium in the suburb of Rheydt. She left school after the 11th grade, at the age of 17. She obtained initial stage experience in drama groups during her time at school.

Roche left home in 1993 and founded with three female friends the garage rock group The Dubinskis. The members performed several intimate gigs in a small tour before the two other members pulled out. There followed a period where she undertook anything that would shock and offend people ... self mutilation in order to paint with blood, drug experiments, or shaving her head. After successfully auditioning for the German music channel Viva, she worked there for several years as a video jockey and presenter.

In 2001, her three brothers died in a car crash on the way to her wedding. Her mother, who was also in the car, survived with serious injuries.

Roche has a daughter, Polly, born in 2002, whose father Eric Pfeil was the producer and writer of Roche's programme Fast Forward and Der Kindergeburtstag ist vorbei! (The birthday party is over). Since 2007, Roche has been married to Martin Keß, co-founder of Brainpool, a media company in Cologne.

In 2006, Roche played the female lead (alongside Josef Ostendorf) in the German film Eden, directed by Michael Hofman. The film was widely distributed in Europe.

Roche's book Feuchtgebiete (in English Wetlands) was the world's best-selling novel in March 2008. Partly autobiographical, it explores cleanliness, sex and femininity, and had sold over 1,500,000 copies in Germany by early 2009. For supporters it is an erotic literary classic; for critics it is cleverly marketed pornography.

Justin E. H. Smith wrote of the novel in a review in N+1: "If Roche has hit on something true and heretofore unsaid, it is the insight that to write about bodily fluids is not to describe something exceptional in the course of human life. It is, rather, to describe something that is always there and always felt to be there, through all those other things people do and experience at that level that used to be the subject of novels (falling in love, challenging others to duels, talking about the buying and selling of land, etc.)."

In 2006 Roche featured on the single 1. 2. 3. ... with German rock star Bela B., from Bela's debut album Bingo.