Wearable physiological monitors have become increasingly popular, often worn during people’s daily life, collecting data 24 hours a day, 7 days a week. In the last decade, these devices have attracted the attention of the scientific community as they allow us to automatically extract information about user physiology (e.g., heart rate, sleep quality and physical activity) enabling inference on their health. However, the biggest issue about the data recorded by wearable devices is the missing values due to motion and mechanical artifacts induced by external stimuli during data acquisition. This missing data could negatively affect the assessment of heart rate (HR) response and estimation of heart rate variability (HRV), that could in turn provide misleading insights concerning the health status of the individual. The main novel finding of this study is that the interpolation of missing data on time (i.e., the timestamp when the heartbeats happen) produces more reliable HRV estimations when compared to interpolation on duration (i.e., the duration of the heartbeats). Hence, we can conclude that interpolation on duration modifies the power spectrum of the RR signal, negatively affecting the estimation of the HRV features as the amount of missing values increases. We can conclude that interpolation in time is the optimal method among those considered for handling data with large amounts of missing values, such as data from wearable sensors.