Earlier, Marques Ackerman smashed an unbeaten 50 off 32 balls with three fours and two sixes, Khaya Zondo made 35 and Bryce Parsons 31 as the Dolphins posted 158-4 after losing the toss and being asked to bat first.
Glenton Stuurman (1-24), Imran Manack and Shaun von Berg (both 1-26) impressed with the ball for the Rocks, who then chased down the total in 19.3 overs thanks to a blistering spell from Christiaan Jonker.
Von Berg also played a key role in the chase, hitting 26* from 16 balls to support the veteran Jonker, who finished with three sixes and two fours in a 26-ball 40*.