The noise and redundant information are the main reasons for the performance bottleneck of medical image segmentation algorithms based on the deep learning. To this end, we propose a deep network embedded with rough fuzzy discretization (RFDDN) for OCT fundus image segmentation. Firstly, we establish the information decision table of OCT fundus image segmentation, and regard each category of segmentation region as a fuzzy set. Then, we use the fuzzy c-means clustering to get the membership degrees of pixels to each segmentation region. According to membership functions and the equivalence relation generated by the brightness attribute, we design the individual fitness function based on the rough fuzzy set, and use a genetic algorithm to search for the best breakpoints to discretize the features of OCT fundus images. Finally, we take the feature discretization based on the rough fuzzy set as the pre-module of the deep neural network, and introduce the deep supervised attention mechanism to obtain the important multi-scale information. We compare RFDDN with U-Net, ReLayNet, CE-Net, MultiResUNet, and ISCLNet on the two groups of 3D retinal OCT data. RFDDN is superior to the other five methods on all evaluation indicators. The results obtained by ISCLNet are the second only inferior to those obtained by RFDDN. DSC, sensitivity, and specificity of RFDDN are evenly 3.3%, 2.6%, and 7.1% higher than those of ISCLNet, respectively. HD95 and ASD of RFDDN are evenly 6.6% and 19.7% lower than those of ISCLNet, respectively. The experimental results show that our method can effectively eliminate the noise and redundant information in Oct fundus images, and greatly improve the accuracy of OCT fundus image segmentation while taking into account the interpretability and computational efficiency.