Using a suite of X-ray , mid-infrared ( IR ) and optical active galactic nuclei ( AGN ) luminosity indicators , we search for Compton-thick AGNs with intrinsic L _ { X } > 10 ^ { 42 } \hbox { $ { \thinspace erg } { \thinspace s } ^ { -1 } $ } at z \sim 0.03 –0.2 , a region of parameter space which is currently poorly constrained by deep narrow-field and high-energy ( E > 10 keV ) all-sky X-ray surveys . We have used the widest XMM-Newton survey ( the serendipitous source catalogue ) to select a representative sub-sample ( 14 ; \approx 10 percent ) of the 147 X-ray undetected candidate Compton-thick AGNs in the Sloan Digital Sky Survey ( SDSS ) with f _ { X } / f _ { [ OIII ] } < 1 ; the 147 sources account for \approx 50 percent of the overall Type-2 AGN population in the SDSS–XMM overlap region . We use mid-IR spectral decomposition analyses and emission-line diagnostics , determined from pointed Spitzer -IRS spectroscopic observations of these candidate Compton-thick AGNs , to estimate the intrinsic AGN emission ( predicted 2–10 keV X-ray luminosities , L _ { X } \approx ( 0.2 – 30 ) \times 10 ^ { 42 } \hbox { $ { \thinspace erg } { \thinspace s } ^ { -1 } $ } ) . On the basis of the optical [ O iii ] , mid-IR [ O iv ] and 6 \hbox { $ \mu { m } $ } AGN continuum luminosities we conservatively find that the X-ray emission in at least 6/14 ( \goa 43 percent ) of our sample appear to be obscured by Compton-thick material with N _ { H } > 1.5 \times 10 ^ { 24 } \hbox { $ { \thinspace cm } ^ { -2 } $ } . Under the reasonable assumption that our 14 AGNs are representative of the overall X-ray undetected AGN population in the SDSS–XMM parent sample , we find that \goa 20 percent of the optical Type-2 AGN population are likely to be obscured by Compton-thick material . This implies a space-density of log ( \Phi ) \goa - 4.9 Mpc ^ { -3 } for Compton-thick AGNs with L _ { X } \goa 10 ^ { 42 } \hbox { $ { \thinspace erg } { \thinspace s } ^ { -1 } $ } at z \sim 0.1 , which we suggest may be consistent with that predicted by X-ray background synthesis models . Furthermore , using the 6 \hbox { $ \mu { m } $ } continuum luminosity to infer the intrinsic AGN luminosity and the stellar velocity dispersion to estimate { M } _ { BH } , we find that the most conservatively identified Compton-thick AGNs in this sample may harbour some of the most rapidly growing black holes ( median \hbox { $ { M } _ { BH } $ } \approx 3 \times 10 ^ { 7 } \hbox { $ \thinspace M _ { \odot } $ } ) in the nearby Universe , with a median Eddington ratio of \eta \approx 0.2 .