With the market becoming increasingly competitive, companies are looking for ways to differentiate themselves from competitors, thereby increasing the interest of organizations in analysing large data and their potential benefits to supply chain management. The objective of this study is to understand the involvement of the Portuguese SMEs “Leader Excellence” with the Big Data theme and their analysis as a function of the Supply Chain Management, as well as to understand if these companies are in the same line as the companies of worldwide reference, in what concerns to the topic in question. For this study, a survey was carried out with 18 questions and applied to 80 SMEs distinguished as “SMEs Leader Excellence” certified by IAPMEI. With this random sample, from the analysis of the results, it was possible to verify that the Portuguese SMEs are not yet at the level of the big world companies with respect to the use of Big Data in the management of the supply chain. Although the Big Data theme is often explored by the scientific community, since they are relatively recent concepts, when the focus is on SMEs, the number of available studies is scarce, hence this work is a further contribution to broadening the body knowledge in this area.