Model Predictive Control (MPC) is a well-consolidated technique to design optimal control strategies, leveraging the capability of a mathematical model to predict the system’s behavior over a predictive horizon. However, building physics-based models for large-scale systems, such as buildings and process control, can be cost and time prohibitive. To overcome this problem we propose in this paper a methodology to exploit machine learning techniques (i.e. regression trees and random forests) in order to build a state-space switched affine dynamical model of a large scale system only using historical data. Finite Receding Horizon Control (RHC) setup using control-oriented data-driven models based on regression trees and random forests is presented as well. A comparison with an optimal MPC benchmark and a related methodology is provided on an energy management system to show the performance of the proposed modeling framework. Simulation results show that the proposed approach is very close to the optimum and provides better performance with respect to the related methodology in terms of cost function optimization.