We construct and study Loop Quantum Cosmology (LQC) when the Barbero-Immirzi parameter takes the complex value $\gamma=\pm i$. We refer to this new quantum cosmology as complex Loop Quantum Cosmology. We proceed in making an analytic continuation of the Hamiltonian constraint (with no inverse volume corrections) from real $\gamma$ to $\gamma=\pm i$ in the simple case of a flat FLRW Universe coupled to a massless scalar field with no cosmological constant. For that purpose, we first compute the non-local curvature operator (defined by the trace of the holonomy of the connection around a fundamental plaquette) evaluated in any spin $j$ representation and we find a new close formula for it. This allows to define explicitly a one parameter family of regularizations of the Hamiltonian constraint in LQC, parametrized by the spin $j$. It is immediate to see that any spin $j$ regularization leads to a bounce scenario. Then, motivated particularly by previous results on black hole thermodynamics, we perform the analytic continuation of the Hamiltonian constraint defined by $\gamma=\pm i$ and $j=-1/2+is$ where $s$ is real. Even if the area spectrum is now continuous, we show that the so-defined complex LQC removes also the original singularity which is replaced by a quantum bounce. In addition, the maximal density and the minimal volume of the Universe are obviously independent of $\gamma$. Furthermore, the dynamics before and after the bounce are no more symmetric, which makes a clear distinction between these two phases of the evolution of the Universe.