This paper addresses the challenge of hedging derivatives under rough volatility models, specifically the rough Heston model, which incorporates fractional Brownian motion to capture realistic volatility dynamics. Despite the complexity introduced by fractional processes, the authors demonstrate that explicit perfect hedging strategies exist. The key insight is that the replicating portfolio consists of the underlying asset and the forward variance curve, enabling theoretical perfect hedging. From a probabilistic perspective, the study reveals the infinite-dimensional Markovian structure underlying rough volatility models, providing a deeper understanding of their dynamics. This work bridges the gap between the empirical success of rough volatility and practical risk management, showing that hedging is not only possible but also tractable.