diff --git a/homeassistant/components/apcupsd/const.py b/homeassistant/components/apcupsd/const.py
index e24a66fdca1..56bf229579d 100644
--- a/homeassistant/components/apcupsd/const.py
+++ b/homeassistant/components/apcupsd/const.py
@@ -4,3 +4,6 @@ from typing import Final
 
 DOMAIN: Final = "apcupsd"
 CONNECTION_TIMEOUT: int = 10
+
+# Field name of last self test retrieved from apcupsd.
+LASTSTEST: Final = "laststest"
diff --git a/homeassistant/components/apcupsd/sensor.py b/homeassistant/components/apcupsd/sensor.py
index 8d2c1ee2af1..ff72208e9ce 100644
--- a/homeassistant/components/apcupsd/sensor.py
+++ b/homeassistant/components/apcupsd/sensor.py
@@ -13,6 +13,7 @@ from homeassistant.components.sensor import (
 from homeassistant.config_entries import ConfigEntry
 from homeassistant.const import (
     PERCENTAGE,
+    STATE_UNKNOWN,
     UnitOfApparentPower,
     UnitOfElectricCurrent,
     UnitOfElectricPotential,
@@ -25,7 +26,7 @@ from homeassistant.core import HomeAssistant, callback
 from homeassistant.helpers.entity_platform import AddEntitiesCallback
 from homeassistant.helpers.update_coordinator import CoordinatorEntity
 
-from .const import DOMAIN
+from .const import DOMAIN, LASTSTEST
 from .coordinator import APCUPSdCoordinator
 
 PARALLEL_UPDATES = 0
@@ -156,8 +157,8 @@ SENSORS: dict[str, SensorEntityDescription] = {
         device_class=SensorDeviceClass.TEMPERATURE,
         state_class=SensorStateClass.MEASUREMENT,
     ),
-    "laststest": SensorEntityDescription(
-        key="laststest",
+    LASTSTEST: SensorEntityDescription(
+        key=LASTSTEST,
         translation_key="last_self_test",
     ),
     "lastxfer": SensorEntityDescription(
@@ -417,7 +418,12 @@ async def async_setup_entry(
     available_resources: set[str] = {k.lower() for k, _ in coordinator.data.items()}
 
     entities = []
-    for resource in available_resources:
+
+    # "laststest" is a special sensor that only appears when the APC UPS daemon has done a
+    # periodical (or manual) self test since last daemon restart. It might not be available
+    # when we set up the integration, and we do not know if it would ever be available. Here we
+    # add it anyway and mark it as unknown initially.
+    for resource in available_resources | {LASTSTEST}:
         if resource not in SENSORS:
             _LOGGER.warning("Invalid resource from APCUPSd: %s", resource.upper())
             continue
@@ -473,6 +479,14 @@ class APCUPSdSensor(CoordinatorEntity[APCUPSdCoordinator], SensorEntity):
     def _update_attrs(self) -> None:
         """Update sensor attributes based on coordinator data."""
         key = self.entity_description.key.upper()
+        # For most sensors the key will always be available for each refresh. However, some sensors
+        # (e.g., "laststest") will only appear after certain event occurs (e.g., a self test is
+        # performed) and may disappear again after certain event. So we mark the state as "unknown"
+        # when it becomes unknown after such events.
+        if key not in self.coordinator.data:
+            self._attr_native_value = STATE_UNKNOWN
+            return
+
         self._attr_native_value, inferred_unit = infer_unit(self.coordinator.data[key])
         if not self.native_unit_of_measurement:
             self._attr_native_unit_of_measurement = inferred_unit
diff --git a/tests/components/apcupsd/test_sensor.py b/tests/components/apcupsd/test_sensor.py
index 0c7d174a5e8..0fe7f12ad27 100644
--- a/tests/components/apcupsd/test_sensor.py
+++ b/tests/components/apcupsd/test_sensor.py
@@ -15,6 +15,7 @@ from homeassistant.const import (
     ATTR_UNIT_OF_MEASUREMENT,
     PERCENTAGE,
     STATE_UNAVAILABLE,
+    STATE_UNKNOWN,
     UnitOfElectricPotential,
     UnitOfPower,
     UnitOfTime,
@@ -25,7 +26,7 @@ from homeassistant.setup import async_setup_component
 from homeassistant.util import slugify
 from homeassistant.util.dt import utcnow
 
-from . import MOCK_STATUS, async_init_integration
+from . import MOCK_MINIMAL_STATUS, MOCK_STATUS, async_init_integration
 
 from tests.common import async_fire_time_changed
 
@@ -237,3 +238,34 @@ async def test_multiple_manual_update_entity(hass: HomeAssistant) -> None:
             blocking=True,
         )
         assert mock_request_status.call_count == 1
+
+
+async def test_sensor_unknown(hass: HomeAssistant) -> None:
+    """Test if our integration can properly certain sensors as unknown when it becomes so."""
+    await async_init_integration(hass, status=MOCK_MINIMAL_STATUS)
+
+    assert hass.states.get("sensor.mode").state == MOCK_MINIMAL_STATUS["UPSMODE"]
+    # Last self test sensor should be added even if our status does not report it initially (it is
+    # a sensor that appears only after a periodical or manual self test is performed).
+    assert hass.states.get("sensor.last_self_test") is not None
+    assert hass.states.get("sensor.last_self_test").state == STATE_UNKNOWN
+
+    # Simulate an event (a self test) such that "LASTSTEST" field is being reported, the state of
+    # the sensor should be properly updated with the corresponding value.
+    with patch("aioapcaccess.request_status") as mock_request_status:
+        mock_request_status.return_value = MOCK_MINIMAL_STATUS | {
+            "LASTSTEST": "1970-01-01 00:00:00 0000"
+        }
+        future = utcnow() + timedelta(minutes=2)
+        async_fire_time_changed(hass, future)
+        await hass.async_block_till_done()
+    assert hass.states.get("sensor.last_self_test").state == "1970-01-01 00:00:00 0000"
+
+    # Simulate another event (e.g., daemon restart) such that "LASTSTEST" is no longer reported.
+    with patch("aioapcaccess.request_status") as mock_request_status:
+        mock_request_status.return_value = MOCK_MINIMAL_STATUS
+        future = utcnow() + timedelta(minutes=2)
+        async_fire_time_changed(hass, future)
+        await hass.async_block_till_done()
+    # The state should become unknown again.
+    assert hass.states.get("sensor.last_self_test").state == STATE_UNKNOWN