We know that the fossil record is incomplete. But how incomplete? Here we very coarsely estimate the completeness of the mammalian record in the Miocene, assuming that the duration of a mammalian species is about 1 Myr and the species diversity has stayed constant and is structurally comparable to the taxonomic diversity today. The overall completeness under these assumptions appears to be around 4%, but there are large differences across taxonomic groups. We find that the fossil record of proboscideans and perissodactyls as we know it for the Miocene must be close to complete, while we might know less than 15% of the species of artiodactyl or carnivore fossil species and only about 1% of primate species of the Miocene. The record of small mammals appears much less complete than that of large mammals.