The aim of this study was to provide prediction models for masked uncontrolled hypertension (MUCH) detected by ambulatory blood pressure (BP) monitoring in an Italian population. We studied 738 treated hypertensive patients with normal clinic BPs classified as having controlled hypertension (CH) or MUCH if their daytime BP was < or ≥135/85 mmHg regardless of nighttime BP, respectively, or CH or MUCH if their 24-h BP was < or ≥130/80 mmHg regardless of daytime or nighttime BP, respectively. We detected 215 (29%) and 275 (37%) patients with MUCH using daytime and 24-h BP thresholds, respectively. Multivariate logistic regression analysis showed that males, those with a smoking habit, left ventricular hypertrophy (LVH), and a clinic systolic BP between 130–139 mmHg and/or clinic diastolic BP between 85–89 mmHg were associated with MUCH. The area under the receiver operating characteristic curve showed good accuracy at 0.78 (95% CI 0.75–0.81, p < 0.0001) and 0.77 (95% CI 0.73–0.80, p < 0.0001) for MUCH defined by daytime and 24 h BP, respectively. Internal validation suggested a good predictive performance of the models. Males, those with a smoking habit, LVH, and high-normal clinic BP are indicators of MUCH and models including these factors provide good diagnostic accuracy in identifying this ambulatory BP phenotype.