This chapter will discuss a very useful technique to get (or to mine) a hidden information or knowledge which is lie in our data namely, data mining, which is a powerful and automatic (or semi-automatic) technique. Not only about the concept and theory, this chapter will also discuss about the application and implementation of data mining. Firstly, the authors will talk about data, information, and knowledge, whether they are different or not. After understand the term, they will discuss about what data mining is and what the importance of it. Second, they describe the process of gaining the hidden knowledge, how it is done, from the beginning until presenting the result. The authors will go through it step by step. In the next section, they will discuss about the several different tasks of data mining. In addition, to get a better understanding, the authors will compare data mining with other terminology which closely related so called data warehouse, and OLAP. For the last, but not the least, as stated before, this chapter will tell us about the real implementation of data mining in several different areas.