Data mining techniques have numerous applications in malware detection. Classification method is one of the most popular data mining techniques. In this paper we present a data mining classification approach to detect malware behavior.We suggested different classification methods in order to detect malware based on the feature and behavior of each malware. A dynamic analysis method has been presented for identifying the malware features.A suggested programhas been presented for converting a malware behavior executive history XML file to a suitable WEKA tool input. To illustrate the performance efficiency as well as training data and test, we apply the proposed approaches to a real case study data set using WEKA tool. The evaluation results demonstrated the availability of the proposed data mining approach. Also our proposed data mining approach is more efficient for detecting malware and behavioral classification of malware can be useful to detect malware in a behavioral antivirus.