Source: The Great Interpretation of Dreams (Ibn Sirin)
A cockroach in a dream is a weak enemy. Many of them indicate worry and grief. Killing them indicates triumph over an enemy.
Source: Perfuming Humanity in the Expression of Dreams (Al-Nabulsi)
A cockroach indicates a slandering man. Seeing it indicates hearing ugly speech.
Source: Signs in the Science of Expressions (Ibn Shaheen)
A cockroach is interpreted as worry. Whoever sees himself killing it, his worry will vanish.