Data mining is a hot topic that attracts researchers from different areas, such as databases, machine learning, and multi-agent systems. As a consequence of the growth of data volume, there is a growing need to obtain knowledge from these large data sets that are very difficult to handle and process with traditional methods. Software agents can play a significant role performing data mining processes in ways that are more efficient. For instance, they can work to perform selection, extraction, preprocessing and integration of data as well as parallel, distributed, or multisource mining. This work proposes an approach (in the form of a framework) that uses software agents to manage data mining processes. In order to test its applicability, we use several data sets related to health care domain representing some usage scenarios (hypothyroidism, diabetes and arrhythmia).