Summary: Properties of strongly convex sets (that is, of sets that can be represented as intersections of balls of radius fixed for each particular set) are investigated. A connection between strongly convex sets and strongly convex functions is established. The concept of a strongly convex \(R\)-hull of a set (the minimal strongly convex set containing the given set) is introduced; an explicit formula for the strongly convex \(R\)-hull of a set is obtained. The behaviour of the strongly convex \(R\)- hull under the variation of \(R\) and of the set itself is considered. An analogue of the Carathéodory theorem for strongly convex sets is obtained. The concept of a strongly extreme point is introduced, and a generalization of the Kreĭn-Mil'man theorem for strongly convex sets is proved. Polyhedral approximations of convex and, in particular, of strongly convex compact sets are considered. Sharp error estimates for polyhedral and strongly convex approximations of such sets from inside and outside are established.