This study aims to investigate knowledge levels of pre-service mathematics teachers about set. The study was carried out on a total of 196 students studying at the Department of Mathematics Teaching at Kazim Karabekir Faculty of Education in Ataturk University. Concept testing consisting of 7 open-ended questions aiming to analyze the knowledge of students about the concept of set was used for data collection. Questions were completely related to set. There are two parts in data collection tool. First part is "What is the current knowledge level of pre-service mathematics teachers about set?". Second part is "What is the current knowledge level of pre-service mathematics teachers' on the set-related concepts? The relationship of indicator chart of questions was examined. Whether there is a missing subject in the concept testing was studied by the experts. The answers of the students to open-ended questions in concept testing were evaluated as "Correct", "Partially correct" and "Incorrect". Chi-square analysis was used for statistical analysis. The findings revealed that students did not have adequate level of knowledge about mathematical sets.