This paper investigates the application of Data Mining (DM) to predict baseline energy consumption for the improvement of energy savings estimation accuracy in Measurement and Verification (M&V). M&V is a requirement of a certified energy management system (EnMS). A critical stage of the M&V process is the normalisation of data post Energy Conservation Measure (ECM) to pre-ECM conditions. Traditional M&V approaches utilise simplistic modelling techniques, which dilute the power of the available data. DM enables the true power of the available energy data to be harnessed with complex modelling techniques. The methodology proposed incorporates DM into the M&V process to improve prediction accuracy. The application of multi-variate regression and artificial neural networks to predict compressed air energy consumption in a manufacturing facility is presented. Predictions made using DM were consistently more accurate than those found using traditional approaches when the training period was greater than two months.