In this paper the problem of clustering based identification of a Multi-Input Multi-Output (MIMO) PieceWise Affine systems (PWA) is considered. This approach, originally designed for systems with a Multiple-Input Single-Output (MISO) structure, is carried out by three main steps which are data clustering, parameters vectors estimation and regions computing. Data clustering is the most important step because the two other steps depend on the results given by the used clustering algorithm. In case of MIMO PWA systems, we should cluster matrices of parameters which are considered as high dimensional data. However, most of the conventional clustering algorithms do not work well in terms of effectiveness and efficiency since the similarity assessment which is based on the distances between objects is fruitless in high dimension space. Therefore, we propose an extension of the DBSCAN (Density Based Spatial Clustering of Applications with Noise) clustering approach for the identification of MIMO PWA systems. The simulation results presented in this paper prove the performance of the suggested approach. An application of the proposed approach to an industrial robot manipulator is then presented in order to validate the simulation results.