A common denominator in the vast majority of processes in the food industry is refrigeration. Such systems guarantee the quality and the requisites of the final product at the expense of high amounts of energy. In this regard, the new Industry 4.0 framework provides the required data to develop new data-based methodologies to reduce such energy expenditure concern. Focusing in this issue, this paper proposes a data-driven methodology which improves the efficiency of the refrigeration systems acting on the load side. The solution approaches the problem with a novel load management methodology that considers the estimation of the individual load consumption and the necessary robustness to be applicable in highly variable industrial environments. Thus, the refrigeration system efficiency can be enhanced while maintaining the product in the desired conditions. The experimental results of the methodology demonstrate the ability to reduce the electrical consumption of the compressors by 17% as well as a 77% reduction in the operation time of two compressors working in parallel, a fact that enlarges the machines life. Furthermore, these promising savings are obtained without compromising the temperature requirements of each load.