Background: Gene expression data often contain missing expression values. Therefore, several imputation methods have been applied to solve the missing values, which include k-nearest neighbour (kNN), local least squares (LLS), and Bayesian principal component analysis (BPCA). However, the effects of these imputation methods on the modelling of gene regulatory networks from gene expression data have rarely been investigated and analysed using a dynamic Bayesian network (DBN). Methods: In the present study, we separately imputed datasets of the Escherichia coli S.O.S. DNA repair pathway and the Saccharomyces cerevisiae cell cycle pathway with kNN, LLS, and BPCA, and subsequently used these to generate gene regulatory networks (GRNs) using a discrete DBN. We made comparisons on the basis of previous studies in order to select the gene network with the least error. Results: We found that BPCA and LLS performed better on larger networks (based on the S. cerevisiae dataset), whereas kNN performed better on smaller networks (based on the E. coli dataset). Conclusion: The results suggest that the performance of each imputation method is dependent on the size of the dataset, and this subsequently affects the modelling of the resultant GRNs using a DBN. In addition, on the basis of these results, a DBN has the capacity to discover potential edges, as well as display interactions, between genes.