Mining software engineering data has emerged as a successful research direction over the past decade. In this position paper, we advocate Software Intelligence (SI) as the future of mining software engineering data, within modern software engineering research, practice, and education. We coin the name SI as an inspiration from the Business Intelligence (BI) field, which offers concepts and techniques to improve business decision making by using fact-based support systems. Similarly, SI offers software practitioners (not just developers) up-to-date and pertinent information to support their daily decision-making processes. SI should support decision-making processes throughout the lifetime of a software system not just during its development phase. The vision of SI has yet to become a reality that would enable software engineering research to have a strong impact on modern software practice. Nevertheless, recent advances in the Mining Software Repositories (MSR) field show great promise and provide strong support for realizing SI in the near future. This position paper summarizes the state of practice and research of SI, and lays out future research directions for mining software engineering data to enable SI.