AbstractMeteorological data are useful in many fields related to climate change studies and their use often requires them to be continuous. To date, marginal distribution sampling (MDS), which consists of filling a missing value with an average of the data that are found in similar meteorological conditions over a flexible time window, is widely adopted in the FLUXNET community. In this work, we evaluate the performance of MDS at diurnal and monthly scales for the incoming shortwave radiation (Swin), relative humidity (RH), vapour pressure deficit (VPD), air and soil temperatures (Tair, Tsoil) acquired across seven sites in West Africa. The criteria tested are the MDS's ability to (i) fill gaps while reducing the error rate, (ii) represent proper variability within data and finally (iii) ensure homogeneity between its output and original data. We found during the daytime that MDS is adequate for filling gaps in Swin when both reducing error rate and a good representation of variability are targeted. If the goal is to have a small error rate, then this approach is recommended for all investigated variables except VPD. During nighttime, MDS is satisfactory to minimize the error when filling gaps in Tair, Tsoil and RH while to represent their variabilities it becomes more sensitive to the rate of missing data. At a monthly scale, the gap‐filled data are consistent with the original ones for all variables attributable to data size and a wider sliding window that allows more data under similar conditions to be considered.