This master thesis deals with design and implementation of betting agent. It covers issues such as theoretical background of an online betting, probability and statistics. In its first part it is focused on data mining and explains the principle of knowledge mining form data warehouses and certain methods suitable for different types of tasks. Second, it is concerned with neural networks and algorithm of back-propagation. All the findings are demonstrated on and supported by graphs and histograms of data analysis, made via SAS Enterprise Miner program. In conclusion, the thesis summarizes all the results and offers specific methods of extension of the agent.