This paper analyzes the impact of data gap in Millennium Development Goals’ (MDGs) performance indicators on actual performance success of MDGs. Performance success, within the MDG framework, is quantified using six different ways proposed in the existing literature, including both absolute and relative performance and deviation from historical transition paths of MDG indicators. The empirical analysis clearly shows that the data gap in performance measurement is a significant predictor of poor MDG performance in terms of any of the six progress measures.