The building performance simulation (BPS) based on physical models is a popular method to estimate the expected energy-savings of energy-efficient building retrofitting. However, many buildings, especially the older building constructed several decades ago, do not have full access to complete information for a BPS method. Incomplete information generally comes from the information that is missing, such as the U-value of part building components, due to incomplete documentation or component deterioration over time. It also comes from the case-specific incomplete information due to different documentation systems. Motivated by the available big data of real-life building performance datasets (BPDs), a data-driven approach is proposed to support the decision-making of building retrofitting selections under incomplete information conditions. The data-driven approach constructed a Performance Modelling with Data Imputation (PMDI) with integrated backpropagation neural networks, fuzzy C-means clustering, principal component analysis, and trimmed scores regression. An empirical study was conducted on real-life buildings in Sweden, and the results validated that the PMDI method can model the performance ranges of energy-efficient retrofitting for family house buildings with more than 90% confidence. For a target building in Stockholm, the suggested retrofitting measure is expected to save energy by 12,017~17,292 KWh/year.