Click-stream implies the consumers’ behavior on the internet; these data record information of users’ behavior. This paper discusses and researches the problem that how to extract the knowledge automatically and intelligently from mass logs. Introducing a plan to construct Web log datawarehouse using SQL Server 2005, firstly collected and pre-processed clickstream data, then loaded them to the datawarehouse, finally using Analysis Services system to analyze users’ consuming behavior and preference deeply, and excavate interesting model to capture more guiding business information.