The approximation learning of fuzzy concepts associated with fuzzy rough sets and three-way decisions is a useful technology for the representation, learning, and transformation of uncertain knowledge. However, how to integrate the advantages of fuzzy rough approximations and three-way approximations has rarely been carefully investigated so far. In this paper, we focus on exploring the connection and interplay of these two methods, and further propose the hierarchical fuzzy rough approximations in the dynamic fuzzy open-world environment. We utilize the temporal-spatial perspectives of three-way decisions to construct multi-granularity structures and implement multi-granularity learning. The temporality of data and the spatiality of model parameters are both considered in such frameworks. Subsequently, we discuss the interpretation and representation of fuzzy three-way regions in fuzzy rough sets with some definitions and properties. The max, double, and aggregated evaluation-based models of three-way approximations are proposed to gradually transform a fuzzy concept to a crisp concept by the time-evolving attributes. Finally, the comparative experimental results between static and dynamic approaches demonstrate the effectiveness of our proposed hierarchical approximation learning models.