This paper is concerned with the investigation of the relevance and suitability of the data mining approach to serial documents. Conceptually the paper is divided into three parts. The first part presents the salient features of data mining and its symbiotic relationship to data warehousing. In the second part of the paper, historical serial documents are introduced, and the Ottoman Tax Registers (Defters) are taken as a case study. Their conformance to the data mining approach is established in terms of structure, analysis and results. A high-level conceptual model for the Defters is also presented. The final part concludes with a brief consideration of the implication of data mining for historical research.