Nowadays, Web based platforms are quite common in any university, supporting a very diversified set of applications and services. Ranging from personal management to student evaluation processes, Web based platforms are doing a great job providing a very flexible way of working, promote student enrolment, and making access to academic information simple and in an universal way. Students can do their regular tasks anywhere, anytime. Sooner or latter, it was expected that organizations, and universities in particular, begin to think and act towards better educational platforms, more user-friendly and effective, where students find easily what they search about a specific topic or subject. Profiling is one of the several techniques that we can use to discover what students use to do, by establishing their user navigation patterns on Web based platforms, and knowing better how they explore and search the sites' pages that they visit. With these profiles Web based platforms administrators can personalize sites according with the preferences and behaviour of the students, promoting easy navigation functionalities and better abilities to response to their needs. In this article we will present the application of Markov chains in the establishment of such profiles for a target eLearning oriented Web site, presenting the system we implemented and its functionalities to do that, as well describing the entire process of discovering student profiles on an eLearning Web based platform. (Contains 3 tables, 5 figures and 5 footnotes.)