We consider the estimation and inference of unbalanced panel data models with cross-sectional dependence with a large number of individual units in a relatively short time period. By following the common correlated effects (CCE) approach of Pesaran (2006), we propose a CCE estimator for unbalanced panels (CCE-UB). The asymptotics of the CCE-UB estimator is developed in the paper. Small scale Monte Carlo simulation is conducted to examine the finite sample properties of the proposed estimator.