The rapid development of wireless technology has accelerated the use of mobile devices and mobile services between customers and business. Hefty amount of data are unprecedentedly generated within a second. Under the big data era, making full use of the benefits of mobile devices will enable the co-creation of value to realize the increased customer retention. Hence, the capability to process large-scale data poses an interesting but critical challenge for contemporary business organizations. It becomes urgent research issues result to efficiently and effectively conducts data mining mechanisms with respect to massive amount of data to meet the organizational strategic objectives. This paper will introduce multi-agent systems and their applications from a data mining aspect, followed by the value of data mining from a Customer Relationship Management (CRM) aspect. Finally, we propose a three-step data-mining model to support mobile service, which can help business organizations to dig out potential value to manage CRM optimally.