Abstract: Through analysis of the present situation of material supply management of coal industry,the paper indicated that it was important to lead data mining technology for scientific management into the work of material supply management aiming at the existing problems of material supply department, such as bigger stocks, more engrossed capital, low availability and velocity of carital, great work load of material’s import and export and easily to make wrong, low economic benefit etc. And introduced the building technology of data warehouse of materials supply of coal enterprise and its applied data mining technology.