Classification algorithms generally assume that the data is complete. However, missing values are common in real data sets due to various reasons. In this paper, we propose to use locally linear reconstruction (LLR) for missing value imputation to improve the classification performance when missing values exist. We first investigate how much missing values degenerate the classification performance with regard to various missing ratios. Then, we compare the proposed missing value imputation (LLR) with three well-known single imputation methods over three different classifiers using eight data sets. The experimental results showed that (1) any imputation methods, although some of them are very simple, helped to improve the classification accuracy; (2) among the imputation methods, the proposed LLR imputation was the most effective over all missing ratios, and (3) when the missing ratio is relatively high, LLR was outstanding and its classification accuracy was as high as the classification accuracy derived from the compete data set.