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The influence of features on each cluster is not the same in a mixed-type dataset. Based on the rough set and shadow set theories, the fuzzy distribution centroid was defined to represent the clustering center of the discrete feature so that the fuzzy c-means algorithm (FCM) could be extended to cluster the data with both continuous and discrete features. Then, considering the different contributions of the features to each cluster, a new weighted objective function was constructed in accordance with the principles of fuzzy compactness and separation. Because the learning feature weight is the key step in feature-weighted FCM, this paper regarded the feature weight as a variable optimized in the clustering process and put forward a self-adaptive mixed-type weighted FCM. The experimental results showed that the algorithm could be effectively applied to a heterogeneous mixed-type dataset.