Abstract In situ observations are vital to improving our understanding of the variability and dynamics of the ocean. A critical component of the ocean circulation is the strong, narrow, and highly variable western boundary currents. Ocean moorings that extend from the seafloor to the surface remain the most effective and efficient method to fully observe these currents. For various reasons, mooring instruments may not provide continuous records. Here we assess the application of the Iterative Completion Self-Organizing Maps (ITCOMPSOM) machine learning technique to fill observational data gaps in a 7.5 yr time series of the East Australian Current. The method was validated by withholding parts of fully known profiles, and reconstructing them. For 20% random withholding of known velocity data, validation statistics of the u - and υ -velocity components are R 2 coefficients of 0.70 and 0.88 and root-mean-square errors of 0.038 and 0.064 m s −1 , respectively. Withholding 100 days of known velocity profiles over a depth range between 60 and 700 m has mean profile residual differences between true and predicted u and υ velocity of 0.009 and 0.02 m s −1 , respectively. The ITCOMPSOM also reproduces the known velocity variability. For 20% withholding of salinity and temperature data, root-mean-square errors of 0.04 and 0.38°C, respectively, are obtained. The ITCOMPSOM validation statistics are significantly better than those obtained when standard data filling methods are used. We suggest that machine learning techniques can be an appropriate method to fill missing data and enable production of observational-derived data products. Significance Statement Moored observational time series of ocean boundary currents monitor the full-depth variability and change of these dynamic currents and are used to understand their influence on large-scale ocean climate, regional shelf–coastal processes, extreme weather, and seasonal climate. In this study we apply a machine learning technique, Iterative Completion Self-Organizing Maps (ITCOMPSOM), to fill data gaps in a boundary current moored observational data record. The ITCOMPSOM provides an improved method to fill data gaps in the mooring record and if applied to other observational data records may improve the reconstruction of missing data. The derived gridded data product should improve the accessibility and potentially increase the use of these data.