The work described in this paper tackles the problem of data mining and classification of large amounts of data using the K nearest neighbours classifier (KNN) [1]. The large computing demand of this process is solved with a parallel computing implementation specially designed to work in Grid environments of multiprocessor computer farms. The different parallel computing approaches (intra-node, inter-node and inter-organisations) are not sufficient by themselves to face the computing demand of such a big problem. Instead of using parallel techniques separately, we propose to combine the three of them considering the parallelism grain of the different parts of the problem. The main purpose is to complete a 1 month-CPU job in a few hours. The technologies that are being used are the EGEE Grid Computing Infrastructure running the Large Hadron Collider Computing Grid (LCG 2.6) middleware [3], MPI [4] [5] and POSIX [6] threads. Finally, we compare the results obtained with the most popular and used tools to understand the importance of this strategy.Aparicio Pla, G.; Blanquer Espert, I.; Hernández García, V. (2007). A Parallel Implementation of the K Nearest Neighbours Classifier in Three Levels: Threads MPI Processes and the Grid. En High Performance Computing for Computational Science - VECPAR 2006. Springer Verlag (Germany). 225-235. doi:10.1007/978-3-540-71351-7_18S225235Cover, T.M., Hart, P.E.: Nearest neighbour pattern recognition. IEEE Trans. on Information Theory 13(1), 2127 (1967)Foster, I., Kesselman, C., Tuecke, S.: The Anatomy of the Grid: Enabling Scalable Virtual Organizations. International J. Supercomputer Applications 15(3) (2001), http://www.globus.org/research/papers/anatomy.pdfLCG: World Wide Web Computing Grid. Distributed Production Environment of Physics Data Processing. http://lcg.web.cern.ch/LCGMessage Passing Interface Forum: MPI: A message-passing interface standard (2003), http://www.mpi-forum.org/Gropp, W., et al.: MPI: The Complete Reference. MIT Press, Cambridge (1998)Drepper, U., Molnar, I.: The Native POSIX Thread Library for Linux (2003), http://people.redhat.com/drepper/nptl-design.pdfFrank, E., Hall, M., L.T.: Weka 3: Data Mining Software in Java (2005), http://www.cs.waikato.ac.nz/ml/wek