Recently, six sigma has been widely adopted in a variety of industries as a disciplined, data-driven problem solving approach or methodology supported by a handful of powerful statistical tools in order to reduce variation through continuous process improvement. Also, data mining has been widely used to discover unknown knowledge from a large volume of data using various modeling techniques such as neural network, decision tree, regression analysis, etc. This paper proposes a six sigma methodology based on data mining for effectively and efficiently processing massive data in driving six sigma projects. The proposed methodology is applied in the hot stove system which is a major energy-consuming process in a "P" steel company for improvement of heat efficiency through reduction of energy consumption. The results show optimal operation conditions and reduction of the hot stove energy cost by 15%.