The HadEX-CAM dataset contains four land-based extreme indices (TX90p, TN90p, TX10p, TN10p) for the European region. The original dataset (containing missing values) has been created by the MetOffice by aggregating station data using the Climate Anomaly Method (CAM). The infilled version of this dataset has been created by DKRZ by applying a deep learning (DL) model based on U-Net architecture and trained on CMIP6 data (see https://www.nature.com/articles/s41467-024-53464-2). The original HadEX-CAM dataset is distributed under the Open Government Licence: http://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/. The DL-infilled HadEX-CAM dataset is distributed under the Creative Commons Attribution 4.0 International license.