Detecting cyber-attacks undoubtedly has become a big data problem. This paper presents a tutorial on data mining based cyber-attack detection. First,a data driven defence framework is presented in terms of cyber security situational awareness. Then, the process of data mining based cyber-attack detection is discussed. Next,a multi-loop learning architecture is presented for data mining based cyber-attack detection. Finally,common data mining techniques for cyber-attack detection are discussed. (共15页)