The massive amount of diffraction images collected in a raster scan of Laue microdiffraction calls for a fast treatment with little if any human intervention. The conventional method that has to index diffraction patterns one-by-one is laborious and can hardly give real-time feedback. In this work, a data mining protocol based on unsupervised machine learning algorithm was proposed to have a fast segmentation of the scanning grid from the diffraction patterns without indexation. The sole parameter that had to be set was the so-called “distance threshold” that determined the number of segments. A statistics-oriented criterion was proposed to set the “distance threshold”. The protocol was applied to the scanning images of a fatigued polycrystalline sample and identified several regions that deserved further study with, for instance, differential aperture X-ray microscopy. The proposed data mining protocol is promising to help economize the limited beamtime.