The aim of the paper is to show some connections between the rough sets theory and the Dempser-Shafer approach. We prove that for every Pawlak’s approximation space there exists a Dempster-Shafer space with the qualities of the lower and upper approximations of sets in the approximation space equal to the credibility and plausibility of sets in the Dempster-Shafer space, respectively. Analogous connections hold between approximation spaces generated by the decision tables and Dempster-Shafer spaces, namely for every decision table space there exists a Dempster-Shafer space such that the qualities of the lower and upper approximations (with respect to the condition attributes) of sets definable in the decision table by condition and decision attributes coincide with the credibility and plausibility of sets in the Dempster-Shafer space, respectively. A combination rule in approximation spaces analogous to the combination rule used in the Dempster approach is derived.