Decisions on how best to optimize today's energy systems operations are becoming ever so complex and conflicting such that model-based predictive control algorithms must play a key role. However, learning dynamical models of energy consuming systems such as buildings, using grey/white box approaches is very cost and time prohibitive due to its complexity. This paper presents data-driven methods for making control-oriented model for peak power reduction in buildings. Specifically, a data predictive control with regression trees (DPCRT) algorithm, is presented. DPCRT is a finite receding horizon method, using which the building operator can optimally trade off peak power reduction against thermal comfort without having to learn white/grey box models of the systems dynamics. We evaluate the performance of our method using a DoE commercial reference virtual test-bed and show how it can be used for learning predictive models with 90% accuracy, and for achieving 8.6% reduction in peak power and costs.