Most of Web data mining systems did not construct user profiles and could not support personalized Web data mining. Aiming at the shortcomings, the paper defined and established user profiles. On the base of this, the paper designed a personalized Web data mining system, namely PWDMS. PWDMS consisted of user interface module, data preprocessing module and data mining module. In addition, this paper discussed the key technology of PWDMS. It is proved that applying personalized technology to Web data mining is efficient.