In order to solve the problem of the redundant information to distinguish in the risk decision-making, in this paper, the data mining algorithms based on Rough Sets is studied. And the authors know the risk decision-making is an important aspect in the management practice. In the risk decision process of a project decision-making, it is necessary to use the algorithm to discover valuable knowledge and make a right decision. In the paper, a data mining method called Rough Sets is introduced in the field. And the algorithmic process of data mining based on Rough Set is studied. According to the Rough Sets theory, firstly, the factors set is established including condition attribute and decision attribute.