Several studies have demonstrated the capability of data-driven modelling based on on-site measurements to characterise the thermal performance of building envelopes. Currently, such methods include steady-state and dynamic heating experiments and have mainly been applied to scale models and unoccupied test buildings. Nonetheless, it is proposed to upscale these concepts to characterise the thermal performance of in-use buildings based on on-board monitoring (OBM) devices which gather long-term operational data (e.g., room temperatures, gas and electricity consumption ...). It remains, however, to be proven whether in-use data could be a cost-effective, practical and reliable alternative for the dedicated tests whose more intrusive measurements require on-site inspections. Furthermore, it is presently unclear what the optimal experimental design of the OBM would be and which data analysis methods would be adequate. This paper presents a first step in bridging this knowledge gap, by using on-board monitoring data to characterise the overall heat loss coefficient (HLC) [W/K] of an occupied, well-insulated single-family house in the UK. With the aid of a detailed building physical framework and specifically selected data subsets a sensitivity analysis is carried out to analyse the impact of the measurement set-up, the duration of the measurement campaign and the applied data analysis method. Although the exact HLC of the building is unknown and no absolute errors could hence be calculated, this paper provides a new understanding of the decisions that have to be made during the process from design of experiment to data analysis. It is demonstrated that such judgements can lead to differences in the mean HLC estimate of up to 89.5%. (C) 2019 Elsevier B.V. All rights reserved.