When non-adsorbing polymers are added to an isotropic suspension of rod-like colloids, the colloids effectively attract each other via depletion forces. We performed Monte Carlo simulations to study the phase diagram of such rod-polymer mixture. The colloidal rods were modeled as hard spherocylinders; the polymers were described as spheres of the same diameter as the rods. The polymers may overlap with no energy cost, while the overlap of polymers and rods is forbidden. Large amounts of depletant cause phase separation of the mixture. We estimated the phase boundaries of isotropic-isotropic coexistence both in the bulk and in confinement. To determine the phase boundaries we applied the grand canonical ensemble using successive umbrella sampling [J. Chem. Phys. 120, 10925 (2004)], and we performed a finite size scaling analysis to estimate the location of the critical point. The results are compared with predictions of the free volume theory developed by Lekkerkerker and Stroobants [Nuovo Cimento D 16, 949 (1994)]. We also give estimates for the interfacial tension between the coexisting isotropic phases and analyze its power-law behavior on the approach of the critical point.