Diffusion LMS was originally conceived for online distributed parameter estimation in single-task environments where agents pursue a common objective. However, estimating distinct but correlated objects (multitask problems) is useful in many applications. To address multitask problems with combine-then-adapt diffusion LMS strategies, we derive an unsupervised strategy that allows each node to continuously select the neighboring nodes with which it should exchange information to improve its estimation accuracy. Simulation experiments illustrate the efficiency of this clustering strategy. In particular, nDiffusion LMS was originally conceived for online distributed parameter estimation in single-task environments where agents pursue a common objective. However, estimating distinct but correlated objects (multitask problems) is useful in many applications. To address multitask problems with combine-then-adapt diffusion LMS strategies, we derive an unsupervised strategy that allows each node to continuously select the neighboring nodes with which it should exchange information to improve its estimation accuracy. Simulation experiments illustrate the efficiency of this clustering strategy. In particular, nodes do not know which other nodes share similar objectives.odes do not know which other nodes share similar objectives.