Abstract We propose a bio-inspired approach named Temporal Belief Memory (TBM) for handling missing data with recurrent neural networks (RNNs). When modeling irregularly observed temporal sequences, conventional RNNs generally ignore the real-time intervals between consecutive observations. TBM is a missing value imputation method that considers the time continuity and captures latent missing patterns based on irregular real time intervals of the inputs. We evaluate our TBM approach with realworld electronic health records (EHRs) consisting of 52,919 visits and 4,224,567 events on a task of early prediction of septic shock. We compare TBM against multiple baselines including both domain experts’ rules and the state-of-the-art missing data handling approach using both RNN and long shortterm memory. The experimental results show that TBM outperforms all the competitive baseline approaches for the septic shock early prediction task.