Hi there and welcome to Just answer!! I am Dr. Loretta, a licensed veterinarian and I am happy to answer your question.
This situation may be caused by a condition called Laryngeal Paralysis. This is where part of the Larynx is paralyzed and cannot keep water pr fluids from going into his trachea instead of the esophagus. If this is the problem, a surgical procedure will cure this.
It may also be that he gulps water too fast which stimulates a gagging reflex and vomits or feels like he has to vomit. For this, just make sure he only has small amounts of water or ice cubes.
have your vet examine Rocky to know for sure why this is happening...
Sincerely. DR. Loretta