Uncertainty is certain in the world of uncertainty. Measuring the performance of any entity in such an uncertain environment is unavoidable. Fuzzy rough data envelopment analysis (FRDEA) provides a room to evaluate the relative efficiency of homogenous entities, widely known as decision making units (DMUs) in the data envelopment analysis (DEA) literature. This paper attempts to create a fuzzy rough DEA model by integrating the classical DEA, fuzzy set theory, and rough set theory, which apparently provide a way to accommodate the uncertainty. Moreover, in contrast to the probability approach, this paper provides a pavement to measure the relative efficiency of any given DMUs in line with the possibility approach along with the fuzzy rough expected value operator. © 2012 Elsevier B.V. All rights reserved.