In this paper we investigate connections between linear sets and subspaces of linear maps. We give a geometric interpretation of the results of [18, Section 5] on linear sets on a projective line. We extend this to linear sets in arbitrary dimension, giving the connection between two constructions for linear sets defined in [9]. Finally, we then exploit this connection by using the MacWilliams identities to obtain information about the possible weight distribution of a linear set of rank n on a projective line $PG(1, q^n)$.