With the development of computer and network technology, data mining based on database tables already cannot satisfy the need. The emergence of the Internet has huge amounts of information resources of the computer, and the implied knowledge but it has not been fully used, therefore the Web mining technology become the hotspot in research of high-tech. XML allows structured data from different sources together easily, thus making it possible to search diversification, incompatible database, Web data mining brings new opportunity. In this paper, through the study of the application of XML in Web data mining, this paper proposes a data mining system structure based on XML.