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Web log mining is an important application of data mining and has been widely explored. In this paper, we propose a novel fuzzy immunity clonal selection neural network (FICSNN) algorithm and apply the fuzzy immunity clonal selection neural network to the process of mining web log. The rule set which is extracted from the web log by fuzzy immunity clonal selection neural network is viewed as predictive criterion. To evaluate our method, a real dataset is selected as our experiment data. The experiment result has shown that our algorithm can obtain the better performance.