Trace elements migrate among different environment bodies with the natural geochemical reactions, and impacted by human industrial, agricultural, and civil activities. High load of trace elements in water, river and lake sediment, soil and air particle lead to potential to health of human being and ecological system. To control the impact on environment, source apportionment is a meaningful, and also a challenging task. Traditional methods to make source apportionment are usually based on geochemical techniques, or univariate analysis techniques. In recently years, the methods of multivariate analysis, and the related concepts data mining, machine learning, big data, are developing fast, which provide a novel route that combing the geochemical and data mining techniques together. These methods have been proved successful to deal with the source apportionment issue. In this chapter, the data mining methods used on this topic and implementations in recent years are reviewed. The basic method includes principal component analysis, factor analysis, clustering analysis, positive matrix fractionation, decision tree, Bayesian network, artificial neural network, etc. Source apportionment of trace elements in surface water, ground water, river and lake sediment, soil, air particles, dust are discussed.