The chapter is focused on the data mining aspect of the applications of rough set theory. Consequently, the theoretical part is minimized to emphasize the practical application side of the rough set approach in the context of data analysis and model-building applications. Initially, the original rough set approach is presented and illustrated with detailed examples showing how data can be analyzed with this approach. The next section illustrates the Variable Precision Rough Set Model (VPRSM) to expose similarities and differences between these two approaches. Then, the data mining system LERS, based on a different generalization of the original rough set theory than VPRSM, is presented. Brief descriptions of algorithms are also cited. Finally, some applications of the LERS data mining system are listed.