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Roque, who spent four years at Liverpool between 2005 and 2009, was diagnosed with pelvic cancer in March last year and died on Sunday at the age of 23.
"When you talk about Miki, we will be thinking of him and his family during the match," said Iniesta, a member of the Spain team preparing to face Portugal in the Euro 2012 semi-finals on Wednesday.
"They have suffered for his loss. If we reach the final, I hope we can dedicate it to him and I hope we can dedicate the trophy to him as well."
Roque made one substitute appearance for Liverpool in December 2006 and joined Real Betis in 2009 after being released by the Merseyside club.
Spain coach Vicente del Bosque paid tribute to Roque on Monday, before Spain flew out to Donetsk in Ukraine to prepare for their match against Portugal.
"We were surprised at the news out here in Poland and we are all shocked and saddened, even though we knew he was seriously ill," he said.
"We wish to send an enormous hug to all the boy's family and his loved ones, as well as to his club and to fans of Real Betis."