The challenging issues of computer networks and databases are not only the intrusion detection but also the reduction of false positives and increase of detection rate. In any intrusion detection system, anomaly detection mainly focuses on modeling the normal behavior of the users and detecting the deviations from normal behavior, which are assumed to be potential intrusions or threats. Several techniques have already been successfully tried for this purpose. However, the normal and suspicious behaviors are hard to predict as there is no precise boundary differentiating one from another. Here, rough set theory and fuzzy set theory come into the picture. In this article, a hybrid approach consisting of rough set theory and intuitionistic fuzzy set theory is proposed for the detection of anomaly. The proposed approach is a classification approach which takes the advantages of both rough set and intuitionistic fuzzy set to deal with inherent uncertainty, vagueness, and indiscernibility in the dataset. The algorithm classifies the data instances in such a way that they can be expressed using natural language. A data instance can possibly or certainly belong to a class with degrees of membership and non-membership. The empirical study with a real-world and a synthetic dataset demonstrates that the proposed algorithm has normal true positive rates of 91.989% and 96.99% and attack true positive rates of 91.289% and 96.29%, respectively.