Over the past decade, PV power plants have increasingly contributed to power generation. However, PV power generation widely varies due to environmental factors; thus, the accurate forecasting of PV generation becomes essential. Meanwhile, weather data for environmental factors include many missing values; for example, when we estimated the missing values in the precipitation data of the Korea Meteorological Agency, they amounted to ~16% from 2015–2016, and further, 19% of the weather data were missing for 2017. Such missing values deteriorate the PV power generation prediction performance, and they need to be eliminated by filling in other values. Here, we explore the impact of missing data imputation methods that can be used to replace these missing values. We apply four missing data imputation methods to the training data and test data of the prediction model based on support vector regression. When the k-nearest neighbors method is applied to the test data, the prediction performance yields results closest to those for the original data with no missing values, and the prediction model’s performance is stable even when the missing data rate increases. Therefore, we conclude that the most appropriate missing data imputation for application to PV forecasting is the KNN method.