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Datasets with missing values are very common in real world applications. GAIN, a recently proposed deep generative model for missing data imputation, has been proved to outperform many state-of-the-art methods. But GAIN only uses a reconstruction loss in the generator to minimize the imputation error of the non-missing part, ignoring the potential category information which can reflect the relationship between samples. In this paper, we propose a novel unsupervised missing data imputation method named PC-GAIN, which utilizes potential category information to further enhance the imputation power. Specifically, we first propose a pre-training procedure to learn potential category information contained in a subset of low-missing-rate data. Then an auxiliary classifier is determined using the synthetic pseudo-labels. Further, this classifier is incorporated into the generative adversarial framework to help the generator to yield higher quality imputation results. The proposed method can improve the imputation quality of GAIN significantly. Experimental results on various benchmark datasets show that our method is also superior to other baseline approaches. Our code is available at \url{https://github.com/WYu-Feng/pc-gain}.