Big data and artificial intelligence has revolutionized science in almost every field ‐‐ from economics to physics. In the area of materials science and computational heterogeneous catalysis, this revolution has led to the development of scientific data repositories, as well as data mining and machine learning tools to investigate the vast materials space. The goal of using these tools is to establish a deeper understanding of the relations between materials properties and activity, selectivity and stability ‐‐ the important figures of merit in catalysis. Based on these insights, catalyst design principles can be established, which hopefully lead us to discover highly efficient catalysts to solve pressing issues for a sustainable future and the synthesis of highly functional materials, chemicals and pharmaceuticals. The inherent complexity of catalytic reactions quests for machine learning methods to efficiently navigate through the high‐dimensional hyper‐surfaces in structure optimization problems to determine relevant chemical structures and transition states. In this review, we show how cutting edge data infrastructures and machine learning methods are being used to address problems in computational heterogeneous catalysis.