diff --git a/esphome/components/api/api.proto b/esphome/components/api/api.proto
index 175bd3858f..4e55744384 100644
--- a/esphome/components/api/api.proto
+++ b/esphome/components/api/api.proto
@@ -216,6 +216,9 @@ message BinarySensorStateResponse {
 
   fixed32 key = 1;
   bool state = 2;
+  // If the binary sensor does not have a valid state yet.
+  // Equivalent to `!obj->has_state()` - inverse logic to make state packets smaller
+  bool missing_state = 3;
 }
 
 // ==================== COVER ====================
@@ -416,6 +419,9 @@ message SensorStateResponse {
 
   fixed32 key = 1;
   float state = 2;
+  // If the sensor does not have a valid state yet.
+  // Equivalent to `!obj->has_state()` - inverse logic to make state packets smaller
+  bool missing_state = 3;
 }
 
 // ==================== SWITCH ====================
@@ -472,6 +478,9 @@ message TextSensorStateResponse {
 
   fixed32 key = 1;
   string state = 2;
+  // If the text sensor does not have a valid state yet.
+  // Equivalent to `!obj->has_state()` - inverse logic to make state packets smaller
+  bool missing_state = 3;
 }
 
 // ==================== SUBSCRIBE LOGS ====================
diff --git a/esphome/components/api/api_connection.cpp b/esphome/components/api/api_connection.cpp
index e786fe61be..d4c4a52054 100644
--- a/esphome/components/api/api_connection.cpp
+++ b/esphome/components/api/api_connection.cpp
@@ -163,6 +163,7 @@ bool APIConnection::send_binary_sensor_state(binary_sensor::BinarySensor *binary
   BinarySensorStateResponse resp;
   resp.key = binary_sensor->get_object_id_hash();
   resp.state = state;
+  resp.missing_state = !binary_sensor->has_state();
   return this->send_binary_sensor_state_response(resp);
 }
 bool APIConnection::send_binary_sensor_info(binary_sensor::BinarySensor *binary_sensor) {
@@ -362,6 +363,7 @@ bool APIConnection::send_sensor_state(sensor::Sensor *sensor, float state) {
   SensorStateResponse resp{};
   resp.key = sensor->get_object_id_hash();
   resp.state = state;
+  resp.missing_state = !sensor->has_state();
   return this->send_sensor_state_response(resp);
 }
 bool APIConnection::send_sensor_info(sensor::Sensor *sensor) {
@@ -419,6 +421,7 @@ bool APIConnection::send_text_sensor_state(text_sensor::TextSensor *text_sensor,
   TextSensorStateResponse resp{};
   resp.key = text_sensor->get_object_id_hash();
   resp.state = std::move(state);
+  resp.missing_state = !text_sensor->has_state();
   return this->send_text_sensor_state_response(resp);
 }
 bool APIConnection::send_text_sensor_info(text_sensor::TextSensor *text_sensor) {
diff --git a/esphome/components/api/api_pb2.cpp b/esphome/components/api/api_pb2.cpp
index 7f45d38f1b..0b6021c224 100644
--- a/esphome/components/api/api_pb2.cpp
+++ b/esphome/components/api/api_pb2.cpp
@@ -404,6 +404,10 @@ bool BinarySensorStateResponse::decode_varint(uint32_t field_id, ProtoVarInt val
       this->state = value.as_bool();
       return true;
     }
+    case 3: {
+      this->missing_state = value.as_bool();
+      return true;
+    }
     default:
       return false;
   }
@@ -421,6 +425,7 @@ bool BinarySensorStateResponse::decode_32bit(uint32_t field_id, Proto32Bit value
 void BinarySensorStateResponse::encode(ProtoWriteBuffer buffer) const {
   buffer.encode_fixed32(1, this->key);
   buffer.encode_bool(2, this->state);
+  buffer.encode_bool(3, this->missing_state);
 }
 void BinarySensorStateResponse::dump_to(std::string &out) const {
   char buffer[64];
@@ -433,6 +438,10 @@ void BinarySensorStateResponse::dump_to(std::string &out) const {
   out.append("  state: ");
   out.append(YESNO(this->state));
   out.append("\n");
+
+  out.append("  missing_state: ");
+  out.append(YESNO(this->missing_state));
+  out.append("\n");
   out.append("}");
 }
 bool ListEntitiesCoverResponse::decode_varint(uint32_t field_id, ProtoVarInt value) {
@@ -1451,6 +1460,16 @@ void ListEntitiesSensorResponse::dump_to(std::string &out) const {
   out.append("\n");
   out.append("}");
 }
+bool SensorStateResponse::decode_varint(uint32_t field_id, ProtoVarInt value) {
+  switch (field_id) {
+    case 3: {
+      this->missing_state = value.as_bool();
+      return true;
+    }
+    default:
+      return false;
+  }
+}
 bool SensorStateResponse::decode_32bit(uint32_t field_id, Proto32Bit value) {
   switch (field_id) {
     case 1: {
@@ -1468,6 +1487,7 @@ bool SensorStateResponse::decode_32bit(uint32_t field_id, Proto32Bit value) {
 void SensorStateResponse::encode(ProtoWriteBuffer buffer) const {
   buffer.encode_fixed32(1, this->key);
   buffer.encode_float(2, this->state);
+  buffer.encode_bool(3, this->missing_state);
 }
 void SensorStateResponse::dump_to(std::string &out) const {
   char buffer[64];
@@ -1481,6 +1501,10 @@ void SensorStateResponse::dump_to(std::string &out) const {
   sprintf(buffer, "%g", this->state);
   out.append(buffer);
   out.append("\n");
+
+  out.append("  missing_state: ");
+  out.append(YESNO(this->missing_state));
+  out.append("\n");
   out.append("}");
 }
 bool ListEntitiesSwitchResponse::decode_varint(uint32_t field_id, ProtoVarInt value) {
@@ -1700,6 +1724,16 @@ void ListEntitiesTextSensorResponse::dump_to(std::string &out) const {
   out.append("\n");
   out.append("}");
 }
+bool TextSensorStateResponse::decode_varint(uint32_t field_id, ProtoVarInt value) {
+  switch (field_id) {
+    case 3: {
+      this->missing_state = value.as_bool();
+      return true;
+    }
+    default:
+      return false;
+  }
+}
 bool TextSensorStateResponse::decode_length(uint32_t field_id, ProtoLengthDelimited value) {
   switch (field_id) {
     case 2: {
@@ -1723,6 +1757,7 @@ bool TextSensorStateResponse::decode_32bit(uint32_t field_id, Proto32Bit value)
 void TextSensorStateResponse::encode(ProtoWriteBuffer buffer) const {
   buffer.encode_fixed32(1, this->key);
   buffer.encode_string(2, this->state);
+  buffer.encode_bool(3, this->missing_state);
 }
 void TextSensorStateResponse::dump_to(std::string &out) const {
   char buffer[64];
@@ -1735,6 +1770,10 @@ void TextSensorStateResponse::dump_to(std::string &out) const {
   out.append("  state: ");
   out.append("'").append(this->state).append("'");
   out.append("\n");
+
+  out.append("  missing_state: ");
+  out.append(YESNO(this->missing_state));
+  out.append("\n");
   out.append("}");
 }
 bool SubscribeLogsRequest::decode_varint(uint32_t field_id, ProtoVarInt value) {
diff --git a/esphome/components/api/api_pb2.h b/esphome/components/api/api_pb2.h
index eb6a15afd4..3fe64fcb61 100644
--- a/esphome/components/api/api_pb2.h
+++ b/esphome/components/api/api_pb2.h
@@ -188,8 +188,9 @@ class ListEntitiesBinarySensorResponse : public ProtoMessage {
 };
 class BinarySensorStateResponse : public ProtoMessage {
  public:
-  uint32_t key{0};    // NOLINT
-  bool state{false};  // NOLINT
+  uint32_t key{0};            // NOLINT
+  bool state{false};          // NOLINT
+  bool missing_state{false};  // NOLINT
   void encode(ProtoWriteBuffer buffer) const override;
   void dump_to(std::string &out) const override;
 
@@ -380,13 +381,15 @@ class ListEntitiesSensorResponse : public ProtoMessage {
 };
 class SensorStateResponse : public ProtoMessage {
  public:
-  uint32_t key{0};    // NOLINT
-  float state{0.0f};  // NOLINT
+  uint32_t key{0};            // NOLINT
+  float state{0.0f};          // NOLINT
+  bool missing_state{false};  // NOLINT
   void encode(ProtoWriteBuffer buffer) const override;
   void dump_to(std::string &out) const override;
 
  protected:
   bool decode_32bit(uint32_t field_id, Proto32Bit value) override;
+  bool decode_varint(uint32_t field_id, ProtoVarInt value) override;
 };
 class ListEntitiesSwitchResponse : public ProtoMessage {
  public:
@@ -442,14 +445,16 @@ class ListEntitiesTextSensorResponse : public ProtoMessage {
 };
 class TextSensorStateResponse : public ProtoMessage {
  public:
-  uint32_t key{0};      // NOLINT
-  std::string state{};  // NOLINT
+  uint32_t key{0};            // NOLINT
+  std::string state{};        // NOLINT
+  bool missing_state{false};  // NOLINT
   void encode(ProtoWriteBuffer buffer) const override;
   void dump_to(std::string &out) const override;
 
  protected:
   bool decode_32bit(uint32_t field_id, Proto32Bit value) override;
   bool decode_length(uint32_t field_id, ProtoLengthDelimited value) override;
+  bool decode_varint(uint32_t field_id, ProtoVarInt value) override;
 };
 class SubscribeLogsRequest : public ProtoMessage {
  public:
diff --git a/esphome/components/api/subscribe_state.cpp b/esphome/components/api/subscribe_state.cpp
index 50d674bee2..2612a852d3 100644
--- a/esphome/components/api/subscribe_state.cpp
+++ b/esphome/components/api/subscribe_state.cpp
@@ -7,9 +7,6 @@ namespace api {
 
 #ifdef USE_BINARY_SENSOR
 bool InitialStateIterator::on_binary_sensor(binary_sensor::BinarySensor *binary_sensor) {
-  if (!binary_sensor->has_state())
-    return true;
-
   return this->client_->send_binary_sensor_state(binary_sensor, binary_sensor->state);
 }
 #endif
@@ -24,9 +21,6 @@ bool InitialStateIterator::on_light(light::LightState *light) { return this->cli
 #endif
 #ifdef USE_SENSOR
 bool InitialStateIterator::on_sensor(sensor::Sensor *sensor) {
-  if (!sensor->has_state())
-    return true;
-
   return this->client_->send_sensor_state(sensor, sensor->state);
 }
 #endif
@@ -37,9 +31,6 @@ bool InitialStateIterator::on_switch(switch_::Switch *a_switch) {
 #endif
 #ifdef USE_TEXT_SENSOR
 bool InitialStateIterator::on_text_sensor(text_sensor::TextSensor *text_sensor) {
-  if (!text_sensor->has_state())
-    return true;
-
   return this->client_->send_text_sensor_state(text_sensor, text_sensor->state);
 }
 #endif