The development of smart sensors, low cost communication, and computation technologies enables continuous monitoring and accumulation of tremendous amounts of data for heat pump systems. But the measurements, especially for domestic heat pump, usually suffer from incompleteness given technical and/or economic barriers, which prevents database of measurements from being exploited to its full potential. To this end, this work proposes a data-driven soft sensor approach for compensating multiple missing information. The soft sensors are developed based on an ANN model, an integrated multivariate polynomial regression model and empirical model by considering different constrains like data and information availability during model establishing process. All the three models have been validated against the data from a field test installation, and showed good performance for all the compensated variables. Of the three models, the ANN model shows the best performance for all soft sensors, but it has the highest requirement for additional resources to collect training data. While the integrated multivariate polynomial regression model demonstrates excellent accuracy for the majority of soft sensors with manufacturers’ subcomponent data which needs no extra cost. Even though empirical model is not as accurate as the other two models, it still performs good accuracy with limited information from performance map. The methods developed in the present study paves the way for available measured data in thousands of installations to be fully utilized for innovative services including but not limited to: improved heat pump control strategies, fault detection and diagnosis, and communication with local energy grids.