Recently, association rule mining plays a vital role in knowledge discovery in database. In fact, in most cases, the real datasets lead to a very large number of rules, which do not allow users to make their own selection of the most relevant. The difficult task is mining useful and nonredundant rules. Several approaches have been proposed, such as rule clustering, informative cover method and quality measurements. Another way to selecting relevant association rules, we believe that it is necessary to integrate a decisional approach within the knowledge discovery process. Therefore, in this paper, we propose an approach to discover a category of relevant association rules based on multi-criteria analysis. In other side, the general process of association rules extraction becomes more and more complex, to solve such problem, we also proposed a multi-agent system for modeling the different process of our proposed approach. Therefore, we conclude our work by an empirical study applied to a set of banking data to illustrate the performance of our approach.