The behavior of rock-socketed piles (RSPs) has been the aim of extensive research through field load tests, centrifuge tests, numerical simulations, etc. In this work, the Distinct Element Method (DEM) is employed to study the load transfer behavior at the shaft of rough rock-socketed piles (RSPs) and the effect of socket roughness on their load capacity and on their complex load transfer mechanisms (LTMs). DEM numerical results indicate that socket roughness crucially affects the load transfer behavior of RSPs, as illustrated by the investigation of the following aspects: (i) load-settlement response, (ii) inter-particle force distributions obtained by the DEM model of RSP tests, (iii) the evolution of stresses at the pile-rock interface (PRI) as a function of socket head settlement, (iv) the distribution of axial load and shaft resistance mobilized with depth, and (v) the failure mechanism. Numerical results highlight that an “arching effect” controls the shaft LTM of rough RSPs. This behavior occurs because the pile load is not uniformly distributed along its length, but transferred through the front of asperities at the PRI. Additionally, this work identifies that “measurement slices” rather than “measurement spheres”, provide a more accurate force distributions along the pile in DEM simulations. Furthermore, DEM results are compared with experimental and numerical published in the literature and good agreement is found. Finally, based on DEM results, an idealized shaft LTM for axially loaded RSPs is proposed. This mechanism enhances the understanding of the fundamental physical processes governing the shaft LTM of RSPs.