Molodtsov's soft set theory is a newly emerging tool to deal with uncertain problems. Based on the novel granulation structures called soft approximation spaces, Feng et al. initiated soft rough approximations and soft rough sets. Feng's soft rough sets can be seen as a generalized rough set model based on soft sets, which could provide better approximations than Pawlak's rough sets in some cases. This paper is devoted to establishing the relationship among soft sets, soft rough sets and topologies. We introduce the concept of topological soft sets by combining soft sets with topologies and give their properties. New types of soft sets such as keeping intersection soft sets and keeping union soft sets are defined and supported by some illustrative examples. We describe the relationship between rough sets and soft rough sets. We obtain the structure of soft rough sets and the topological structure of soft sets, and reveal that every topological space on the initial universe is a soft approximating space.