Energy prediction of machine tools can deliver many advantages to a manufacturing enterprise, ranging from energy-efficient process planning to machine tool monitoring. Physics-based energy prediction models have been proposed in the past to understand the energy usage pattern of a machine tool. However, uncertainties in both the machine and the operating environment make it difficult to predict the energy consumption of the target machine reliably. Taking advantage of the opportunity to collect extensive, contextual, energy-consumption data, we discuss a data-driven approach to develop an energy prediction model of a machine tool in this paper. First, we present a methodology that can efficiently and effectively collect and process data extracted from a machine tool and its sensors. We then present a data-driven model that can be used to predict the energy consumption of the machine tool for machining a generic part. Specifically, we use Gaussian process (GP) regression, a nonparametric machine-learning technique, to develop the prediction model. The energy prediction model is then generalized over multiple process parameters and operations. Finally, we apply this generalized model with a method to assess uncertainty intervals to predict the energy consumed by any part of the machine using a Mori Seiki NVD1500 machine tool. Furthermore, the same model can be used during process planning to optimize the energy-efficiency of a machining process.