The three-dimensional (3D) geometrical information that depth maps contain is useful in many applications such as 3D reconstruction or simultaneous localization and mapping (SLAM). Kinect is widely used in depth image acquisition due to its low cost and good real-time performance. However, the quality of depth images obtained by Kinect is influenced by holes which make depth image inadequate for further applications. To suppress the influence of holes on a subsequent application, a fixing algorithm of Kinect depth image based on non-local means (NLM) is proposed in this paper. The holes in depth image are filled using the weights which are calculated on the corresponding gray image by distance factor and value consistent factor. And the experiment results demonstrate that the proposed method achieves good performance in both evaluation in metrics and subjectively visual effect. This research provides a solution idea for depth image fixing algorithm with low complexity.