Draco Malfoy learnt Occlumency from his aunt Bellatrix Lestrange. Bellatrix Lestrange (née Black) was the elder sister of Draco's mother Narcissa Malfoy (née Black). Since Draco was on a mission to kill Albus Dumbledore on the orders of Lord Voldemort, Bellatrix thought it would be helpful for Draco to hide his intentions through Occlumency if he were ever questioned by a Legilimens at Hogwarts.