It has become a commonplace observation that scientific progress often, if not usually, outstrips or precedes the ethical analyses and tools that society increasingly relies on and even demands. In the case of data mining and knowledge discovery in databases, such an observation would be mistaken. There are, in fact, a number of useful ethical precedents, strategies, and principles available to guide those who request, pay for, design, maintain, use, share, and sell databases used for mining and knowledge discovery. These conceptual tools — and the need for them — will vary as one is using a database to, say, analyze cosmological data, identify potential customers, or run a hospital. But these differences should not be allowed to mask the ability of applied ethics to provide practical guidance to those who work in an exciting and rapidly growing new field.