From the mid-1990s, data mining methods have been used to explore and find patterns and relationships in healthcare data. During the 1990s and early 2000's, data mining was a topic of great interest to healthcare researchers, as data mining showed some promise in the use of its predictive techniques to help model the healthcare system and improve the delivery of healthcare services. However, it was soon discovered that mining healthcare data had many challenges relating to the veracity of healthcare data and limitations around predictive modelling leading to failures of data mining projects. As the Big Data movement has gained momentum over the past few years, there has been a reemergence of interest in the use of data mining techniques and methods to analyze healthcare generated Big Data. Much has been written on the positive impacts of data mining on healthcare practice relating to issues of best practice, fraud detection, chronic disease management, and general healthcare decision making. Little has been written about the limitations and challenges of data mining use in healthcare. In this review paper, we explore some of the limitations and challenges in the use of data mining techniques in healthcare. Our results show that the limitations of data mining in healthcare include reliability of medical data, data sharing between healthcare organizations, inappropriate modelling leading to inaccurate predictions. We conclude that there are many pitfalls in the use of data mining in healthcare and more work is needed to show evidence of its utility in facilitating healthcare decision-making for healthcare providers, managers, and policy makers and more evidence is needed on data mining's overall impact on healthcare services and patient care.