When this card is sent directly from your hand to the Graveyard, add this card to the Deck and shuffle it.
Rulings for Roc from the Valley of HazeYu-gi-oh! Card
Because this effect is a mandatory Trigger Effect, you cannot "miss the timing" with it. So even if you send "Roc from the Valley of Haze" to the Graveyard as a cost, or in the middle of a chain, it will still be shuffled into your Deck (after resolving the current series of events).