We define the analytic continuation of the number of black hole microstates in Loop Quantum Gravity to complex values of the Barbero-Immirzi parameter $\gamma$. This construction deeply relies on the link between black holes and Chern-Simons theory. Technically, the key point consists in writing the number of microstates as an integral in the complex plane of a holomorphic function, and to make use of complex analysis techniques to perform the analytic continuation. Then, we study the thermodynamical properties of the corresponding system (the black hole is viewed as a gas of indistinguishable punctures) in the framework of the grand canonical ensemble where the energy is defined á la Frodden-Gosh-Perez from the point of view of an observer located close to the horizon. The semi-classical limit occurs at the Unruh temperature $T_U$ associated to this local observer. When $\gamma=\pm i$, the entropy reproduces at the semi-classical limit the area law with quantum corrections. Furthermore, the quantum corrections are logarithmic provided that the chemical potential is fixed to the simple value $\mu=2T_U$.