Embodiments of the present invention relate to data detection technologies, and in particular, to a method and an apparatus for detecting time series data. A method for detecting time series data is disclosed. The method is applied to a data transmission system and includes: determining, based on data information carried in time series data from a data source device, whether missing of time series data occurs in a data receiving process, where the data information includes time information and/or sequence numbers; if missing of time series data occurs, storing data information of the missing time series data; determining whether a preset trigger condition for a data missing notification is currently satisfied; and if the trigger condition for a data missing notification is satisfied, sending data missing notification information to a target device.