Data mining is a powerful new technology to discover information within the large amount of the data. Data mining is considered as an important subfield in knowledge management. Today, data mining helps different organization focus on the information in the data they have collected about the behavior of their customer's. From last few years, research in data mining continues growing in various fields of organization such as statistics, machine learning, artificial intelligence, pattern recognition, business, education, medical, scientific etc. In this paper, discusses the concept of data mining, important issues and applications.