Traffic state data are key to the proper operation of intelligent transportation systems (ITS). However, traffic detectors often receive environmental factors that cause missing values in the collected traffic state data. Therefore, aiming at the above problem, a method for imputing missing traffic state data based on a Diffusion Convolutional Neural Network–Generative Adversarial Network (DCNN-GAN) is proposed in this paper. The proposed method uses a graph embedding algorithm to construct a road network structure based on spatial correlation instead of the original road network structure; through the use of a GAN for confrontation training, it is possible to generate missing traffic state data based on the known data of the road network. In the generator, the spatiotemporal features of the reconstructed road network are extracted by the DCNN to realize the imputation. Two real traffic datasets were used to verify the effectiveness of this method, with the results of the proposed model proving better than those of the other models used for comparison.