Translation

The Japanese word for "Cockroach" is gokiburi ゴキブリ.

Romaji go ki bu ri
Hiragana
Katakana
Kanji
School Level

Loan-word

The word "Cockroach" katakanized would be kokkurōchi コックローチ.
Romaji ko kku roo chi
Katakana
Hiragana

Further Reading

Wikipedia: Cockroach (蜚蠊)