The existing data warehouse development methodologies focus on large enterprises, since they have been defned by numerous working groups, with experience in developing such type of systems which also require a considerable fnancial investment. On the other hand, there is no methodology for micro, small and medium enterprises, which have very specifc characteristics, such as low working capital, low access to fnancing, low technological level, low formation of human talent and this enterprises are usually understaffed. This paper presents a methodology for data warehouse development that takes into account these characteristics, taking some particularities from the agile methodologies such as the use of few artifacts, few roles, small working groups, active participation of the client and the detailed activities defnition for the project to develop satisfactorily.