In a strict sense Data Mining (DM) is only one step of the Knowledge Discovery from Databases (KDD) process (Fayyad et al. 1996), concretely the phase consisting of the application of specific algorithms to extract patterns from data. However, the term Data Mining has been popularly used as a synonymous of KDD or at least in a wider sense that comprise the phases of data pre-processing and pattern/model discovering (or DM).DM poses a great range of interesting (NP-hard) problems that consists mainly in searching for: the pattern/ model that best describe the data, the more predictive subset of variables, the more accurate parameter configuration, etc. Because of this, and of the success obtained by metaheuristics when applied to other combinatorial/ numerical optimization problems, metaheuristics have been widely applied to solve DM problems during the last years. In fact, the use of evolutionary algorithms and metaheuristics in general to approach DM-based problems (EMBDM) is a hot topic of research nowadays.Two particular features of DM-based optimization problems make them a challenge for the application of metaheuristics algorithms: (1) apart of being NP-hard problems, the instances that we want to solve are growing in size every day, e.g., size of the databases, number of variables involved, complexity of the discovered model, etc.; and (2) the evaluation function is computationally very expensive because it usually requires to transform the obtained individual into a model that must be tested with respect to a given dataset. These two features have served to boost research into the metaheuristics field trying to obtain algorithms needing a small number of fitness function evaluations and so that scale better. Almost all the families of metaheuristics algorithms, from classical to those more recently appeared have been applied to different DM-based problems. Just as an example of this great variety of applied techniques, we can consider the following applications classified by the type of DM task:• Data preprocessing.