The effect of surface roughness on the structure of liquid crystalline fluids near solid substrates is studied by Monte Carlo simulations. The liquid crystal is modeled as a fluid of soft ellipsoidal molecules and the substrate is modeled as a hard wall that excludes the centers of mass of the fluid molecules. Surface roughness is introduced by embedding a number of molecules with random positions and orientations within the wall. It is found that the density and order near the wall are reduced as the wall becomes rougher, i.e., the number of embedded molecules is increased). Anchoring coefficients are determined from fluctuations in the reciprocal space order tensor. It is found that the anchoring strength decreases with increasing surface roughness.