There was a point when he was talking about it. He's probably still thinking about it, but his aura's been tarnished a bit over the last few years, so he might decide it's not worth it because too much dirt will come out to torpedo his chances, or people will just balk at voting for "the wrestling movie-guy".
Then again, it's entirely possible that the only thing that kept Arnold Schwarzenegger from running for President was his non-natural born citizen status, so Rock might decide to go for it after all.
If he does run, though, it'll probably piss a lot of people off who
think
they'd vote for him, because realistically he's much more likely to run as a Republican than a Democrat. His personal politics tend to skew that way.
"This calls for a particularly subtle blend of psychology and extreme violence."
--- Vyvyan, The Young Ones