Data source resulted from preprocessing affects directly the quality of data mining. The methods are not the same according to particular application fields and industries. This paper describes the data preprocessing of credit card in customer segmentation, association analysis and risk detection in detail. Firstly, some tables are selected from credit card database which concerned with analysis topic. Then the paper handles with problems in selected initial data such as noisy data, missing values through data preprocessing which mainly include data cleaning, integration, transformation and reduction, and obtains training sample data needed.