A basic problem in the analysis of social networks is missing data. When a network model does not accurately capture all the actors or relationships in the social system under study, measures computed on the network and ultimately the final outcomes of the analysis can be severely distorted. For this reason, researchers in social network analysis have characterised the impact of different types of missing data on existing network measures. Recently a lot of attention has been devoted to the study of multiple-network systems, e.g., multiplex networks. In these systems missing data has an even more significant impact on the outcomes of the analyses. However, to the best of our knowledge, no study has focused on this problem yet. This work is a first step in the direction of understanding the impact of missing data in multiple networks. We first discuss the main reasons for missingness in these systems, then we explore the relation between various types of missing information and their effect on network properties. We provide initial experimental evidence based on both real and synthetic data.