We study two possible tropical analogues of Weierstrass semigroups on graphs, called rank and functional Weierstrass sets. We prove that on simple graphs, the first is contained in the second. We completely characterize the subsets of N arising as a functional Weierstrass set of some graph. Finally, we give a sufficient condition for a subset of N to be the rank Weierstrass set of some graph, allowing us to construct examples of rank Weierstrass sets that are not semigroups.