Technology revolution has been facilitating millions of people by generating tremendous data, resulting in big data. It has been a distinct knowledge that massive amount of data have been generated continuously at extraordinary and ever increasing scales. Big Data is a new term used to identify the datasets that due to their large size and complexity. Big Data are now rapidly expanding in all science and engineering domains, including physical, biological and biomedical sciences. Big Data mining is the capability of extracting useful information from these large datasets or streams of data, that due to its volume, variability, and velocity, it was not possible before to do it. The Big Data challenge is becoming one of the most exciting opportunities for the next years. This survey paper includes the information about what is big data, big data sources, Data mining, Big data mining and the challenges.