The Mark Casse-trained horse made a very nice run to get to fourth but could not progress any further as the outside part of the Churchill Downs track was not kind to horses who raced over it on Saturday.
The second- and third-place finishes of Lookin at Lee (33-1) and Battle of Midway (40-1) keyed some monster payouts.
The win gave trainer Todd Pletcher and jockey John Velazquez their second victories in the race but their first together.
With four hours until the Kentucky Derby is run, Always Dreaming remains the 4-1 favorite in the wagering. Former Cleveland Browns offensive lineman Robert Jackson has a small ownership stake in the horse.
Battle Of Midway and Irish War Cry went when Always Dreaming moved but never headed him. The photo awarded the victory to 6-5 favorite Roca Rojo, her sixth in eight starts. His first came in 2010 with Super Saver.
The second and third finishers were more of a surprise than the Kentucky-bred victor.
The seven-time Eclipse Award-winning trainer, who has saddled the winners of almost 4,300 races while dominating the thoroughbred sport, has been considerably less successful in the Kentucky Derby.
And this year, there's big money to win: It will feature a 20-horse field competing for a $2 million total purse. Brooklyn born and raised owners, Anthony Bonomo, Vinnie Viola, and their wives, made this the first win for a New York-based horse since Orb won the Derby in 2013.
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Thunder Snow bucked wildly just after the start of the Kentucky Derby and did not finish the race, but all signs point to the colt being uninjured.
Pletcher tied his mentor, D. Wayne Lukas, with his 48th Derby starter (he had three on Saturday). Girvin, 22-1 14. Patch, 14-1 15. "He won the Derby!" bellowed an elated Durkin.
Lookin at Lee held on for second, which was unusual because the colt was 33-to-1. After that, the prize fell to McCraken, who couldn't get past 31-1 shot Irap in the Blue Grass Stakes.
State Of Honor (54-1) finished second to Always Dreaming in the Florida Derby and second to Tapwrit in the Tampa Bay Derby.
Always Dreaming was always in front rank along with State Of Honor, Battle Of Midway and Irish War Cry and the victor hit the front just before the turn for home. If he can win in Baltimore, he'll give his Brooklyn born-and-bred owners the thrill of a lifetime, going for the Triple Crown in front of their home crowd in NY.
Jockey Mario Gutierrez (Irap) sought to become the first to win his first three Derby mounts.
The price on Gunnevera is enticing, especially since Hall of Fame jockey Javier Castellano will be his mount. He got his first win on January 25, the latest first victory for a Derby victor since 1933.