In this paper we characterize the compactness of the commutator $\left[ b,\,T \right]$ for the singular integral operator on the Morrey spaces ${{L}^{p,\lambda }}\left( {{\mathbb{R}}^{n}} \right)$. More precisely, we prove that if $b\,\in \,\text{VMO}\left( {{\mathbb{R}}^{n}} \right)$, the $\text{BMO}\left( {{\mathbb{R}}^{n}} \right)$-closure of $C_{c}^{\infty }\left( {{\mathbb{R}}^{n}} \right)$, then $\left[ b,\,T \right]$ is a compact operator on the Morrey spaces ${{L}^{p,\lambda }}\left( {{\mathbb{R}}^{n}} \right)$ for $1\,<\,p\,<\,\infty $ and $0\,<\,\lambda \,<\,n$. Conversely, if $b\,\in \,\text{BMO}\left( {{\mathbb{R}}^{n}} \right)$ and $\left[ b,\,T \right]$ is a compact operator on the ${{L}^{p,\lambda }}\left( {{\mathbb{R}}^{n}} \right)$ for some $p\,\left( 1\,<\,p\,<\,\infty \right)$, then $b\,\in \,\text{VMO}\left( {{\mathbb{R}}^{n}} \right)$. Moreover, the boundedness of a rough singular integral operator $T$ and its commutator $\left[ b,\,T \right]$ on ${{L}^{p,\lambda }}\left( {{\mathbb{R}}^{n}} \right)$ are also given. We obtain a sufficient condition for a subset in Morrey space to be a strongly pre-compact set, which has interest in its own right.