The R-R interval (RRI) fluctuation in electrocardiogram (ECG) is called heart rate variability (HRV). Since HRV reflects autonomic nervous function, HRV-based health monitoring services, such as stress estimation, drowsy driving detection, and epileptic seizure prediction, have been proposed. In these HRV-based health monitoring services, precise R wave detection from ECG is required; however, R waves cannot always be detected due to ECG artifacts. Missing RRI data should be interpolated appropriately for HRV analysis. The present work proposes a missing RRI interpolation method by utilizing using just-in-time (JIT) modeling. The proposed method adopts locally weighted partial least squares (LW-PLS) for RRI interpolation, which is a well-known JIT modeling method used in the filed of process control. The usefulness of the proposed method was demonstrated through a case study of real RRI data collected from healthy persons. The proposed JIT-based interpolation method could improve the interpolation accuracy in comparison with a static interpolation method.