Much work has been carried out in the area of fuzzy-rough sets for supervised learning. However, very little has been accomplished for the unsupervised or semi-supervised tasks. For many real-word applications, it is often expensive, time-consuming and difficult to obtain labels for all data objects. This often results in large quantities of data which may only have very few labelled data objects. This paper proposes a novel fuzzy-rough based semi-supervised self-learning or self-training approach for the assignment of labels to unlabelled data. Unlike other semi-supervised approaches, the proposed technique requires no subjective thresholding or domain information. An experimental evaluation is performed on artificial data and also applied to a real-world mammographic risk assessment problem with encouraging results.