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This study presents a methodology for estimating passenger’s spatio-temporal trajectory with personalization and timeliness by using incomplete Wi-Fi probe data in urban rail transit network. Unlike the automatic fare collection data that only records passenger’s entries and exits, the Wi-Fi probe data can capture more detailed passenger movements, such as riding a train or waiting on a platform. However, the estimation of spatio-temporal trajectories remains as a challenging task because a few unfavorable situations could result into deficient data. To address this problem, we first describe the Wi-Fi probe data and summarize their common defects. Then, the n-gram method is developed to infer missing spatio-temporal location information. Next, an estimation algorithm is designed to generate feasible spatio-temporal trajectories for each individual passenger by integrating multiple data sources, i.e., urban rail transit network topology, Wi-Fi probe data, train schedules, etc. This proposed method is tested on both simulated data in blind experiments and real-world data from a complex urban rail transit network. The results of case study show that 93% of passengers’ unique physical routes can be estimated. Then, for 80% of passengers, the number of feasible spatio-temporal trajectories can be reduced to one or two. Potential applications of the trajectory estimation approach are also identified., Highlights • This study extends personalization and timeliness into the spatio-temporal trajectory estimation by integrating structurally heterogeneous data sources. • A new algorithm of estimating individual passenger’s spatio-temporal trajectory that describes detailed information both on-board and at stations during the trip is developed. • Real-world analyses are conducted for the urban rail transit network with the largest route length in China. • This is the first attempt to find out all the routes and trains that passengers actually choose using Wi-Fi probe data at the network level.