Remote sensing-based models usually have difficulty in generating spatio-temporally continuous terrestrial evapotranspiration (ET) due to cloud cover and model failures. To overcome this problem, machine learning methods have been widely used to reconstruct ET. However, studies comparing and evaluating the accuracy and effectiveness of reconstruction among different machine learning methods remain scarce. In this study, four popular machine learning methods (deep forest, deep neural network, random forest, extreme gradient boosting) were used to reconstruct the ET product, addressing gaps resulting from cloud cover and model failure. The ET reconstructed by four methods were evaluated and compared in Heihe River Basin. The results showed that four methods performed well in the Heihe River Basin, but the RF method was particularly robust. It not only performed well compared with ground measurement (R = 0.73), but also reconstructed ET throughout the basin. Validation based on ground measurement showed that DNN and XGB models performed well (R > 0.70). However, few gaps still existed in the desert after reconstruction, especially for the XGB model. The DF model filled these gaps throughout the basin, but the model had lower consistency compared with ground measurement (R = 0.66) and yielded many low values. The results of this study suggested that machine learning methods had considerable potential in reconstruction of ET at regional scale.