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With the rapid economic development of china, more and more Chinese people preserve their wealth by investing in securities market. To help people in making investment decisions, we put forward a financial data mining system based on Service-Oriented Architecture (SOA). The system centers the data, providing the powerful data analysis based on the Data Warehouse (DW) which well manages the mess data. In addition, the system adopts SOA as developing architecture which has the characteristics of high development efficiency, good reusability and deployment flexibility. The design of SOA-based ensures that the system is open and extensible. We discussed the system objectives, described the system architecture, designed the system development model, designed the data warehouse and finally analyzed the common financial data mining tasks.