Entrepreneurs face numerous challenges and experience conflicts in their daily lives. However, it is clear that female entrepreneurs have more conflicts than male ones due to society's perception of women and various expectations from them, and consequently, these conflicts affect women's investment decisions. In this study, especially conflict levels of female entrepreneurs at work and in family have been investigated. Also, this study dwells upon how the roles that female entrepreneurs play in family and at work shape their investment plans and how the conflicts they experience affect their investment decisions. In this study, a total of 348 face-to-face interviews with female entrepreneurs, from the four major cities of the most economically developed region of Turkey, have been conducted, and various questions about demographic characteristics, business characteristics, entrepreneurship densities, business, and family conflict situations and investment plans have been asked. The obtained data has been analyzed and classified via rough set theory. The correlative relationship between conflict and investment decision has also been demonstrated. This paper contributes to the extant literature - in which there is an essential gap relating to female entrepreneurs in Turkey - by describing their status, conflict levels and investment decisions with quantitative data. The study presents a new perspective on the classification of female entrepreneurs with a rough set theory which is considered to be superior to other classification methods in terms of classifying objects with the same characteristics according to different decision situations.