Methods and systems for identifying Internet Protocol (IP) data sessions at a VPN gateway. The VPN gateway receives encapsulating packets, wherein the encapsulating packets encapsulate IP packets. A corresponding VPN connection through which the encapsulating packets are received is identified. The VPN gateway decapsulates the encapsulating packets to retrieve the IP packets and performs deep packet inspection (DPI) on the IP packets in order to identify one or more data sessions that the IP packets belong to. A DPI database is updated accordingly, based on, at least in part, the one or more data sessions.