The present invention provides a data integration system based on Environmental, Social, and Governance (ESG), connecting multiple databases through a communication network. The data integration system includes communication components, storage components, data integration components, and missing value handling components. Based on the information related to portfolio data of multiple specified investment targets stored in the storage component, the data integration system collects data from these databases through the communication component to obtain corresponding ESG information for the specified investment targets. For each investment target with at least one missing value in ESG information, the missing value handling component utilizes estimation models stored in the storage component to estimate at least one estimated value corresponding to at least one missing value, thereby achieving technical benefits of integrating ESG data from these databases.