The main object of this paper is to introduce and study a new concept of f-Wijsman lacunary statistical convergence of sequences of sets, where f is an unbounded modulus. The definition of Wijsman lacunary strong convergence of sequences of sets is extended to a definition of Wijsman lacunary strong convergence with respect to a modulus for sequences of sets and it is shown that, under certain conditions on a modulus f, the concepts of Wijsman lacunary strong convergence with respect to a modulus f and f-Wijsman lacunary statistical convergence are equivalent on bounded sequences. We further characterize those θ for which , where and denote the sets of all f-Wijsman lacunary statistically convergent sequences and f-Wijsman statistically convergent sequences, respectively.