Given the increasing number of studies in various disciplines using experience sampling methods, it is important to examine compliance biases because related patterns of missing data could affect the validity of research findings. In the present study, a sample of 592 participants and more than 25,000 observations were used to examine whether participants responded to each specific questionnaire within an experience sampling framework. More than 400 variables from the three categories of person, behavior, and context, collected multi-methodologically via traditional surveys, experience sampling, and mobile sensing, served as predictors. When comparing different linear (logistic and elastic net regression) and non-linear (random forest) machine learning models, we found indication for compliance bias: response behavior was successfully predicted. Follow-up analyses revealed that study-related past behavior, such as previous average experience sampling questionnaire response rate, was most informative for predicting compliance, followed by physical context variables, such as being at home or at work. Based on our findings, we discuss implications for the design of experience sampling studies in applied research and future directions in methodological research addressing experience sampling methodology and missing data.