This paper aims to research various data mining techniques applied to solve intrusion detection problems. In general, intrusion detection techniques can be divided into two major categories: misuse detection and anomaly detection. Taking into consideration effectiveness of the anomaly detection technique not only against known types of attacks (like misuse detection does by exploiting signature database) but also against new ones, it has become a topical issue in majority of data and computer security researches. The techniques discussed in the paper include the Hidden Markov Model (HMM) method for modelling and evaluating invisible events based on system calls, further development of Stephanie Forrest’s idea of the fixed-length audit trail patterns, the principle component analysis based method for anomaly intrusion detection with less computation efforts, algorithm based on k-nearest neighbour method, as well as applying association rule algorithm to audit data.