LiDAR sensors can provide dependable 3D spatial information at a low frequency (around 10 Hz) and have been widely applied in the field of autonomous driving and unmanned aerial vehicle (UAV). However, the camera with a higher frequency (around 20 Hz) has to be decreased so as to match with LiDAR in a multi-sensor system. In this paper, we propose a novel Pseudo-LiDAR interpolation network (PLIN) to increase the frequency of LiDAR sensor data. PLIN can generate temporally and spatially high-quality point cloud sequences to match the high frequency of cameras. To achieve this goal, we design a coarse interpolation stage guided by consecutive sparse depth maps and motion relationship. We also propose a refined interpolation stage guided by the realistic scene. Using this coarse-to-fine cascade structure, our method can progressively perceive multi-modal information and generate accurate intermediate point clouds. To the best of our knowledge, this is the first deep framework for Pseudo-LiDAR point cloud interpolation, which shows appealing applications in navigation systems equipped with LiDAR and cameras. Experimental results demonstrate that PLIN achieves promising performance on the KITTI dataset, significantly outperforming the traditional interpolation method and the state-of-the-art video interpolation technique.