Whereas undetected species contribute to estimation of species diversity, undetected alleles have not been used to estimated genetic diversity. Although random sampling guarantees unbiased estimation of allele frequency and genetic diversity measures, using undetected alleles may provide biased but more precise estimators useful for conservation. We newly devised kernel density estimation (KDE) for allele frequency including undetected alleles and tested it in estimation of allele frequency and nucleotide diversity using population generated by coalescent simulation as well as well as real population data. Contrary to expectations, nucleotide diversity estimated by KDE had worse bias and accuracy. Allele frequency estimated by KDE was also worse except when the sample size was small. These might be due to finity of population and/or the curse of dimensionality. In conclusion, KDE of allele frequency does not contribute to genetic diversity estimation.