Abstract: Multi-Granulation Rough Set (MGRS) is a new and interesting topic in rough set theory. In this study, three kinds of Covering Multi-Granulation Fuzzy Rough Sets (CMGFRS) have been first proposed, which extend the covering rough sets from single-granulation to multi-granulation. Firstly, the basic properties of these covering multi-granulation fuzzy rough sets are discussed, it is shown that basic properties of MGRS are special cases of those of CMGFRS. Then, the conditions for two CMGFRS generate identical lower and upper approximations of a set in a covering approximation space are studied. Finally, this study explored the relationship between the three types of CMGFRS.