Rocky Gap is an unincorporated community and census designated place that is located in Bland County in the U.S. state of Virginia. In the year of 2016, there was an estimate that there were a total of 511 people living in Rocky Gap. Rocky Gap has one zip code. The community is connected to neighboring Bluefield, WV by the East River Mountain Tunnel, which carries Interstate 77 beneath East River Mountain. It is in the heart of the Ridge-and-Valley Appalachians.