Extreme learning machine (ELM) is a new single hidden layer feedback neural network. The weights of the input layer and the biases of neurons in hidden layer are randomly generated, the weights of the output layer can be analytically determined. ELM has been achieved good results for a large number of classification tasks. In this paper, a new extreme learning machine called rough extreme learning machine (RELM) was proposed. RELM uses rough set to divide data into upper approximation set and lower approximation set, and the two approximation sets are utilized to train upper approximation neurons and lower approximation neurons. In addition, an attribute reduction is executed in this algorithm to remove redundant attributes. The experimental results showed, comparing with the comparison algorithms, RELM can get a better accuracy and repeatability in most cases, RELM can not only maintain the advantages of fast speed, but also effectively cope with the classification task for high-dimensional data.