Nearly convex sets play important roles in convex analysis, optimization and theory of monotone operators. We give a systematic study of nearly convex sets, and construct examples of subdifferentials of lower semicontinuous convex functions whose domain or ranges are nonconvex.2000 Mathematics Subject Classification: Primary 52A41, 26A51, 47H05; Secondary 47H04, 52A30, 52A25.Keywords: Maximally monotone operator, nearly convex set, nearly equal, relative interior, recession cone, subdifferential with nonconvex domain or range.