The recently developed Conformal Predictor (CP) can provide calibrated confidence for prediction which is out of the traditional predictors’ capacity. However, CP works for balanced data and fails in the case of imbalanced data. To handle this problem, Local Clustering Conformal Predictor (LCCP) which plugs a two-level partition into the framework of CP is proposed. In the first-level partition, the whole imbalanced training dataset is partitioned into some class-taxonomy data subsets. Secondly, the majority class examples proceed to be partitioned into some cluster-taxonomy data subsets by clustering method. To predict a new instance, LCCP selects the nearest cluster, incorporated with the minority class examples, to build a re-balanced training data. The designed LCCP model aims to not only provide valid confidence for prediction, but significantly improve the prediction efficiency as well. The experimental results show that LCCP model presents superiority than CP model for imbalanced data classification.