We extend the fuzzy rough set as probabilistic fuzzy rough set (PFRS) on a fuzzy probabilistic approximation space. The proposed PFRS models both vague and uncertain information at the same time. The viability of PFRS in decision making is illustrated through a case study. PFRS is shown to be useful for both probabilistic as well as deterministic problems. © 2015 - IOS Press and the authors. All rights reserved.