A client application cache access profile is created that documents accesses over time to data cached within an in-memory data grid (IMDG) cache by each of a set of client applications that utilize the IMDG. A new data request is received from one of the set of client applications that includes a client-application data caching vote that specifies whether the requesting client application wants the newly-requested data cached. In response to an IMDG cache data miss related to the new data request, a determination is made as to whether to cache the newly-requested data based upon analysis of the client application cache access profile of the client application from which the new data request was received, IMDG system performance cache costs of caching the newly-requested data, and the client-application data caching vote. The newly-requested data is cached within the IMDG cache in response to determining to cache the newly-requested data.