Researchers interested in dyadic processes increasingly collect intensive longitudinal data (ILD), with the longitudinal actor–partner interdependence model (L-APIM) being a popular modeling approach. However, due to non-compliance and the use of conditional questions, ILD are almost always incomplete. These missing data issues become more prominent in dyadic studies, because partners often miss different measurement occasions or disagree about features that trigger conditional questions. Large amounts of missing data challenge the L-APIM’s estimation performance. Specifically, we found that non-convergence occurred when applying the L-APIM to pre-existing dyadic diary data with a lot of missing values. Using a simulation study, we systematically examined the performance of the L-APIM in dyadic ILD with missing values. Consistent with our illustrative data, we found that non-convergence often occurred in conditions with small sample sizes, while the fixed within-person actor and partner effects were well estimated when analyses did converge. Additionally, considering potential convergence failures with the L-APIM, we investigated 31 alternative models and evaluated their performance on simulated and empirical data, showing that multiple alternatives may alleviate the convergence problems. Overall, when the L-APIM fails to converge, we recommend fitting multiple alternative models to check the robustness of the results.