While the classical databases aimed in data managing within enterprises, data warehouses help them to analyze data in order to drive their activities (Inmon, 2005). The data warehouses have proven their usefulness in the decision making process by presenting valuable data to the user and allowing him/her to analyze them online (Rafanelli, 2003). Current data warehouse and OLAP tools deal, for their most part, with numerical data which is structured usually using the relational model. Therefore, considerable amounts of unstructured or semi-structured data are left unexploited. We qualify such data as “complex data” because they originate in different sources; have multiple forms, and have complex relationships amongst them. Warehousing and exploiting such data raise many issues. In particular, modeling a complex data warehouse using the traditional star schema is no longer adequate because of many reasons (Boussaïd, Ben Messaoud, Choquet, & Anthoard, 2006; Ravat, Teste, Tournier, & Zurfluh, 2007b). First, the complex structure of data needs to be preserved rather than to be structured linearly as a set of attributes. Secondly, we need to preserve and exploit the relationships that exist between data when performing the analysis. Finally, a need may occur to operate new aggregation modes (Ben Messaoud, Boussaïd, & Loudcher, 2006; Ravat, Teste, Tournier, & Zurfluh, 2007a) that are based on textual rather than on numerical data. The design and modeling of decision support systems based on complex data is a very exciting scientific challenge (Pedersen & Jensen, 1999; Jones & Song, 2005; Luján-Mora, Trujillo, & Song; 2006). Particularly, modeling a complex data warehouse at the conceptual level then at a logical level are not straightforward activities. Little work has been done regarding these activities. At the conceptual level, most of the proposed models are object-oriented (Ravat et al, 2007a; Nassis, Rajugan, Dillon, & Rahayu 2004) and some of them make use of UML as a notation language. At the logical level, XML has been used in many models because of its adequacy for modeling both structured and semi structured data (Pokorný, 2001; Baril & Bellahsène, 2003; Boussaïd et al., 2006). In this chapter, we propose an approach of multidimensional modeling of complex data at both the conceptual and logical levels. Our conceptual model answers some modeling requirements that we believe not fulfilled by the current models. These modeling requirements are exemplified by the Digital Bibliography & Library Project case study (DBLP).