The formation of a multi-ethnic community is the need of the times for ethnic relations. Its construction must first establish a homogeneous space that can support interethnic coexistence, including national public living space and national public cultural space, and, on this basis, form a heterogeneous space that is compatible with the existence of national individuality, so as to appreciate in national understanding. The expression, communication, and broad recognition of national individuality determine its important position in the construction of national community. In the process of building the Chinese nation community, the main purpose is to strengthen the Chinese cultural identity, build a spiritual home shared by all ethnic groups, and consolidate the community consciousness of the Chinese nation. Based on this, this paper mainly studies the engineering application based on data mining algorithm and data mining algorithm in the construction of multi-ethnic community. By summarizing the experience in the process of the construction of the Chinese nation community, some solutions are put forward to the problems in the construction of the national community and strive to focus the value orientation of all members of the nation on the identification of the common values of the Chinese nation.