The application of extension in data mining is multi-aspect. The paper discusses the method that extension data mining is applied in decision support system. The extension method enriches the content of data mining, and provides a new method for building dependent formulas. The method is also applied in the development decision-making of enterprise. Experiment result indicates that it can effectively promote farther development of decision support system. The extension data mining, which is given in this paper, is favorable to using existing data for making decision in decision support system.Data Mining can find out the hidden important information in mass data, whose main purpose is to help decision-makers to look for the potential relevance between the data, to find out neglected elements, and make decision based on these models automatically. This paper, based on the discussion of data mining, analyzes the framework of enterprise decision support system, designs the enterprise decision support system with data mining capabilities, and proposes implementation measures of decision support system, in order to provide the enterprise with important basis to make a right decision.