We numerically study different forms of nanoscale gaseous domains on a model for rough surfaces. Our calculations based on the constrained lattice density functional theory show that the inter-connectivity of pores surrounded by neighboring nanoposts, which model the surface roughness, leads to the formation of stable microscopic Cassie states. We investigate the dependence of the stability of the micro-Cassie states on substrate roughness, fluid-solid interaction, and chemical potential and then address the differences between the origin of the micro-Cassie states and that of surface nanobubbles within similar models. Finally, we show that the micro-Cassie states share some features with experimentally observed micropancakes at solid-water interfaces.