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The distributed data mining (DDM) become one of the major research topics in information systems over the few past years, after the growth of the networks connectivity, and the data volume as well. At the same time the cloud computing made its appearance and proving that it's the future of: the modern computerization and the new promising solution for resource distribution. The last two points fits the requirements of this new technology to be adapted for the resolution of the DDM problems. In this paper we will present our new approach for the distributed data mining with using of the technologies of the multi-agent systems and the cloud computing. We propose an agent based system that work under a cloud service (SaaS) architecture as a modular, extensible, easy to develop and use DDM system.