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This paper presents a knowledge discovery framework for the construction of Community Web Directories, a concept that we introduced in our recent work, applying personalization to Web directories. In this context, the Web directory is viewed as a thematic hierarchy and personalization is realized by constructing user community models on the basis of usage data. In contrast to most of the work on Web usage mining, the usage data that are analyzed here correspond to user navigation throughout the Web, rather than a particular Web site, exhibiting as a result a high degree of thematic diversity. For modeling the user communities, we introduce a novel methodology that combines the users' browsing behavior with thematic information from the Web directories. Following this methodology, we enhance the clustering and probabilistic approaches presented in previous work and also present a new algorithm that combines these two approaches. The resulting community models take the form of Community Web Directories. The proposed personalization methodology is evaluated both on a specialized artificial and a general-purpose Web directory, indicating its potential value to the Web user. The experiments also assess the effectiveness of the different machine learning techniques on the task.