In this paper, a multi-objective linear fractional programming (MOLFP) problem is considered where all of its coefficients in the objective function and constraints are rough intervals (RIs). At first, to solve this problem, we will construct two MOLFP problems with interval coefficients. One of these problems is a MOLFP where all of its coefficients are upper approximations of RIs and the other is a MOLFP where all of its coefficients are lower approximations of RIs. Second, the MOLFP problems are transformed into a single objective linear programming (LP) problem using a proposal given by Nuran Guzel. Finally, the single objective LP problem is solved by a regular simplex method which yields an efficient solution of the original MOLFP problem. A numerical example is given to demonstrate the results.