This paper aims at proposing the concept of thick fuzzy sets (TFSs). A TFS is based on the joint use of thick sets (TSs) and -cuts concepts. A TFS is represented by a family of nested TSs. A TS is an uncertain set, which is represented by a pair of crisp sets (CSs). These CSs characterize the upper and lower bounds of the TS. Therefore, a TS can be regarded as an interval of CSs. In this framework, as a type-1 fuzzy set (T1FS) is regarded as a family of nested CSs, a TFS can be represented by a family of nested TSs. Furthermore, according to the vertical dimension, a TFS can be regarded as an interval with T1FS bounds. The potentialities of the TFS concept have been validated using application examples where a real-world application for modeling the zone explored by an underwater robot is given.