Big data knowledge-driven offerings are changing innovation practices for marketing organizations. Although B2C companies are coping with this digitalized-centered innovation reality, it remains a major concern for B2B industries, and, to date, little research studied digital marketing capabilities for innovation purpose. This study explores the concept of data-driven innovation capability within the marketing perspective. We conducted a systematic literature review of 40 scientific papers followed by qualitative research of 10 one-to-one interviews of C-level executives and managers. The analysis provides a first theoretical marketing anchoring definition of data-driven innovation capability and highlights a three-step construction process capability, market-oriented and fueled by dynamic process re-engineering.