To solve the data missing problem in effectiveness evaluation of weapon systems, a novel method was proposed to fill the missing data. The effectiveness evaluation system was described from the perspective of information entropy while the so called weighted generalized information entropy was found on the intervalvalued information system. Besides, the nonnegativity, monotony and extremality of the new information entropy were discussed. Based on the new theory, and according to the variation of the information entropy before and after data missing of the effectiveness evaluation system, a novel method for filling the missing data based on weighted generalized information entropy was proposed, and the theory of weighted generalized information entropy was explained from the perspective of knowledge granularity. The proposed algorithm performs better in  comparison with other algorithms, which verifies that the algorithm is valid in filling missing data of effectiveness evaluation system in consequence.