Big data of petroleum industry has infinite potential and value. The application of big data and data mining technology can not only improve the industrialization level of petroleum industry, but also play a strong role in promoting the intelligent development of petroleum industry. This paper presents a new industrial knowledge mining system-Petroleum Industry Data Mining System, which is driven by Web architecture and integrates five modules of data mining. The five modules inclide data set management, pre-processing algorithm management, data mining algorithm management, data mining process management, and data result visualization. The system realizes completely self-service data extraction and data pre-processing, and completes knowledge mining process of management, data analysis, knowledge mining, and visualization of results. The flexibility of the system is greatly improved by satisfying the real-time requirements of users at different levels in different scenarios in the form of Web. Through this system, oilfield technicians can neglect the construction of large data and other complex construction processes, and better serve oilfield data modeling and analysis.