Developing a data warehouse for XML documents involves two major processes: one of creating it, by processing XML raw documents into a specified data warehouse repository; and the other of querying it, by applying techniques to better answer users’ queries. This paper focuses on the first part; that is identifying a systematic approach for building a data warehouse of XML documents, specifically for transferring data from an underlying XML database into a defined XML data warehouse. The proposed methodology on building XML data warehouses covers processes including data cleaning and integration, summarization, intermediate XML documents, and updating/linking existing documents and creating fact tables. In this paper, we also present a case study on how to put this methodology into practice. We utilise the XQuery technology in all of the above processes.