The expansion of the WWW and the growth of data sources lead to the proliferation of heterogeneous data (texts, images, videos, sounds and relational views). We call these data ”complex data”. In order to explore them, we need to carry out their integration into a unified format. Collecting, structuring and storing constitute the different tasks of complex data integration. There exists many approaches for data integration like mediated schemes and wrappers, or warehousing. In this paper, we propose a new approach for complex data integration that uses both classical warehousing approach and multi-agents systems (MAS) technology. We consider the different tasks of the data integration process as services offered by actors called agents. To validate this approach, we have implemented a multi-agent system for complex data integration named SMAIDoC. One of the advantage of The MAS technology is that it provides an evolutive structure to our system.