We present six datasets containing telemetry data of the Mars Express Spacecraft (MEX), a spacecraft orbiting Mars operated by the European Space Agency. The data consisting of context data and thermal power consumption measurements, capture the status of the spacecraft over three Martian years, sampled at six different time resolutions that range from 1 min to 60 min. From a data analysis point-of-view, these data are challenging even for the more sophisticated state-of-the-art artificial intelligence methods. In particular, given the heterogeneity, complexity, and magnitude of the data, they can be employed in a variety of scenarios and analyzed through the prism of different machine learning tasks, such as multi-target regression, learning from data streams, anomaly detection, clustering, etc. Analyzing MEX's telemetry data is critical for aiding very important decisions regarding the spacecraft's status and operation, extracting novel knowledge, and monitoring the spacecraft's health, but the data can also be used to benchmark artificial intelligence methods designed for a variety of tasks.