Data analytics (such as association rule mining and decision tree mining) can discover useful statistical knowledge from a big data set. But protecting the privacy of the data provider and the data user in the process of analytics is a serious issue. Usually, the privacy of both parties cannot be fully protected simultaneously by a classical algorithm. In this paper, we present a quantum protocol for data mining that can much better protect privacy than the known classical algorithms: (1) if both the data provider and the data user are honest, the data user can know nothing about the database except the statistical results, and the data provider can get nearly no information about the results mined by the data user; (2) if the data user is dishonest and tries to disclose private information of the other, she/he will be detected with a high probability; (3) if the data provider tries to disclose the privacy of the data user, she/he cannot get any useful information since the data user hides his privacy among noises.