The agent paradigm and multi-agent systems are a perfect match for the design of smart cities because of some of their essential features such as decentralization, openness, and heterogeneity. However, these major advantages also come at a great cost. Since agents’ mental states are hidden when the implementation is not known and available, intelligent services of smart cities cannot leverage information from them. We contribute with a proposal for the analysis and prediction of hidden agents’ mental states in a multi-agent system using machine learning methods that learn from past agents’ interactions. The approach employs agent communication languages, which is a core property of these multi-agent systems, to infer theories and models about agents’ mental states that are not accessible in an open system. These mental state models can be used on their own or combined to build protocol models, allowing agents (and their developers) to predict future agents’ behavior for various tasks such as testing and debugging them or making communications more efficient, which is essential in an ambient intelligence environment. This paper’s main contribution is to explore the problem of building these agents’ mental state models not from one, but from several interaction protocols, even when the protocols could have different purposes and provide distinct ambient intelligence services.