Multilocus calculations, using all available information on all pedigree members, are important for linkage analysis. Exact calculation methods in linkage analysis are limited in either the number of loci or the number of pedigree members they can handle. In this article, we propose a Monte Carlo method for linkage analysis based on sequential imputation. Unlike exact methods, sequential imputation can handle large pedigrees with a moderate number of loci in its current implementation. This Monte Carlo method is an application of importance sampling, in which we sequentially impute ordered genotypes locus by locus, and then impute inheritance vectors conditioned on these genotypes. The resulting inheritance vectors, together with the importance sampling weights, are used to derive a consistent estimator of any linkage statistic of interest. The linkage statistic can be parametric or nonparametric; we focus on nonparametric linkage statistics. We demonstrate that accurate estimates can be achieved within a reasonable computing time. A simulation study illustrates the potential gain in power using our method for multilocus linkage analysis with large pedigrees. We simulated data at six markers under three models. We analyzed them using both sequential imputation and GENEHUNTER. GENEHUNTER had to drop between 38–54% of pedigree members, whereas our method was able to use all pedigree members. The power gains of using all pedigree members were substantial under 2 of the 3 models. We implemented sequential imputation for multilocus linkage analysis in a user-friendly software package called SIMPLE. Genet Epidemiol 25:25–35, 2003. © 2003 Wiley-Liss, Inc.