In an Internet of Things (IoT) environment, sensors collect and send data to application servers through IoT gateways. However, these data may be missing values due to networking problems or sensor malfunction, which reduces applications’ reliability. This work proposes a mechanism to predict and impute missing data in IoT gateways to achieve greater autonomy at the network edge. These gateways typically have limited computing resources. Therefore, the missing data imputation methods must be simple and provide good results. Thus, this work presents two regression models based on neural networks to impute missing data in IoT gateways. In addition to the prediction quality, we analyzed both the execution time and the amount of memory used. We validated our models using six years of weather data from Rio de Janeiro, varying the missing data percentages. The results show that the neural network regression models perform better than the other imputation methods analyzed, based on the averages and repetition of previous values, for all missing data percentages. In addition, the neural network models present a short execution time and need less than 140 KiB of memory, which allows them to run on IoT gateways.