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With the aim of getting more accurate and more reliable stock price predicted results, this paper proposes an effective method which is fuzzy rough set and data mining technology. Firstly, stock prices were classified to some groups according to their different time attribute by using fuzzy set and rough set means. Then we calculated truth values of these groups respectively based on the given fuzzy relation, and derived some candidates of regulations by data mining method. In the end, we chose the useful regulations corresponding the time period and predicted the trend of stock price during the certain time period. This study shows that the method, which using fuzzy rough set and dada mining could make the predicted results is more effective.