In this paper we consider the Sobolev-Slobodeckij spaces W m , p ( ℜ n , E ) where E is a strict ( L F ) -space, m ∈ ( 0 , ∞ ) \ ℕ and p ∈ [ 1 , ∞ ) . We prove that W m , p ( ℜ n , E ) has the approximation property provided E has it, furthermore if E is a Banach space with the strict approximation property then W m , p ( ℜ n , E ) has this property.