The 14-year-old - who is a chip off the old block of his dad Guy Ritchie – was snapped by his proud mum as he accompanied the two eight-year-olds on their first day back to school.
Madonna captioned the Instagram photo: "Dis how we do! Spicoli takes his little bro and sis to the Lycee! (followed by six emoticon hearts) #proud"
Rocco, dressed in a white T-shirt under a khaki shirt plus jungle-print cargo trousers, had one arm around David and the other around Mercy with both his thumbs up. His siblings both smiled brightly as they cuddled up to their big brother.
Mercy wore a white, short-sleeved shirt under a blue tunic as she carried her blue bag while David wore a white polo shirt, faded jeans and carried a backpack.
Madonna, 56, adopted the children from Malawi. David joined the family in 2006 when Madonna was still married to the British writer-director Guy Ritchie.
They were in the process of adopting Mercy when their nine-year marriage ended in 2009 so she carried on with the process.
The family flew back to New York after a summer holiday in Europe. Madonna celebrated her birthday at a lavish party in Cannes.
She was then seen in Spain enjoying the night-life in Ibiza until the early hours of the morning.
According to Us Weekly, Madonna dumped her 26-year-old boy toy beau Timor Steffens on August 11, Rocco's birthday.
Madonna 'politely asked Timor to take his luggage and leave,' a source told the publication, adding: "It was never serious, and she was never that into it. She's been working on her album ... and has no time for anything heavy."