Knowledge of climate data of region is essential for business, society, agriculture, pollution and energy applications. Climate is not fixed, the fluctuation in the climate can be seen from year to year.Thedata mining application help meteorological scientists to predictaccurate weather forecast and decisions and also provide more performance and reliability than any other methods. The data mining techniques applied on weather data are efficient when compare to the mathematical models used. Various techniques of data mining are applied on climate data to support weather forecasting, climate scientists, agriculture, vegetation, water resources and tourism. The aim of this paper is to provide a review report on various data mining techniques applied on weather data set in support of weather prediction and climate analysis.