Clinical data mining of predictive models offers significant advantages for re-evaluating and leveraging large amounts of complex clinical real-world data and experimental comparison data for tasks such as risk stratification, diagnosis, classification, and survival prediction. However, its translational application is still limited. One challenge is that the proposed clinical requirements and data mining are not synchronized. Additionally, the exotic predictions of data mining are difficult to apply directly in local medical institutions. Hence, it is necessary to incisively review the translational application of clinical data mining, providing an analytical workflow for developing and validating prediction models to ensure the scientific validity of analytic workflows in response to clinical questions. This review systematically revisits the purpose, process, and principles of clinical data mining and discusses the key causes contributing to the detachment from practice and the misuse of model verification in developing predictive models for research. Based on this, we propose a niche-targeting framework of four principles: Clinical Contextual, Subgroup-Oriented, Confounder- and False Positive-Controlled (CSCF), to provide guidance for clinical data mining prior to the model's development in clinical settings. Eventually, it is hoped that this review can help guide future research and develop personalized predictive models to achieve the goal of discovering subgroups with varied remedial benefits or risks and ensuring that precision medicine can deliver its full potential.