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In recent decades, several types of sets, such as fuzzy sets, interval‐valued fuzzy sets, intuitionistic fuzzy sets, interval‐valued intuitionistic fuzzy sets, type 2 fuzzy sets, type n fuzzy sets, and hesitant fuzzy sets, have been introduced and investigated widely. In this paper, we propose dual hesitant fuzzy sets (DHFSs), which encompass fuzzy sets, intuitionistic fuzzy sets, hesitant fuzzy sets, and fuzzy multisets as special cases. Then we investigate the basic operations and properties of DHFSs. We also discuss the relationships among the sets mentioned above, use a notion of nested interval to reflect their common ground, then propose an extension principle of DHFSs. Additionally, we give an example to illustrate the application of DHFSs in group forecasting.