Falls of Rough is an unincorporated community located in Breckinridge County, Kentucky, United States. Falls of Rough lies on the boundary between Breckinridge and Grayson Counties. Many Indian relics have been found here from several different tribes. The Falls of Rough River must have played a big part in their lives. In 1792 George Washington owned 5,000 acres in the area. White men harnessed the power of the falls in 1790 and built a mill there. The first settler there was George Wilson from North Carolina who built the first dam there.