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In view of the shortage of e-commerce sites for data mining system, Web data mining system framework based on mobile agent is proposed in this paper. In advantage of the independency, mobility and intelligence of mobile agent, the search process and the recommendation of the entire commodity have a higher timeliness and accuracy. Businesses can apply the information to analyze and predict future behavior of customers which can help them provide targeted services to customers, reduce risk in decision-making and enhance competitiveness; Customers can apply information to access the understanding of businesses, purposefully select businesses and reduce non-target search time. The data mining system facing e-commerce will be able to discover the true valuable information and the knowledge construction from the massive numerous and diverse data and conforms to the competition tendency request of the modern Website which is more intense and complex.