<p>Mendelian randomization has been widely used to assess the causal effect of a heritable exposure variable on an outcome of interest, using genetic variants as instrumental variables. In practice, data on the exposure variable can be incomplete due to high cost of measurement and technical limits of detection. In this paper, we propose a valid and efficient method to handle both unmeasured and undetectable values of the exposure variable in one-sample Mendelian randomization analysis with individual-level data. We estimate the causal effect of the exposure variable on the outcome using maximum likelihood estimation and develop an expectation maximization algorithm for the computation of the estimator. Simulation studies show that the proposed method performs well in making inference on the causal effect. We apply our method to the Hispanic Community Health Study/Study of Latinos, a community-based prospective cohort study, and estimate the causal effect of several metabolites on phenotypes of interest.</p>