As known, difference sequences have their own characteristics. In this paper, we study the concept of rough statistical convergence for difference sequences in a finite dimensional normed space. At the same time, we examine some properties of the set $st-\lim_{\Delta x_{i}}^{r}=\left\{ x_{\ast}\in X:\Delta x_{i}\overset{r}{\rightarrow}x_{\ast}\right\} $, which is called as $r$-statistical limit set of the difference sequence $\left( \Delta x_{i}\right) $.