The main objective of this paper is assessing the usefulness of parameter sensitivity information from conceptual hydrological models for data-driven models, an approach which might allow us to take advantage of the strengths of both data-based and process-based models. This study uses the parameter sensitivity of three widely used conceptual hydrological models (GR4J, Hymod and SAC-SMA) and combines them with M5 model trees. The study was carried out for three case studies dealing with different problems to which model trees are applied: one using model trees as error correctors and two case studies in which model trees were used as rainfall–runoff models and which differ in how the sensitivity information is used. The results show that sensitivity time series can improve the predictions of M5 model trees, especially when they do not include the time series of previous discharge as predictor variables. The use of parameter sensitivity information for clustering the time series resulted in model trees that had a structure consistent with the hydrological processes that were taking place in the considered cluster, indicating that the use of sensitivity indices could be a viable way of introducing hydrological knowledge into data-based models.