Abstract: Recent advances in imitation learning, particularly using generative modelling techniques like diffusion, have enabled policies to capture complex multi-modal action distributions. However, these methods often require large datasets and multiple inference steps for action generation, posing challenges in robotics due to the high cost of data collection and limited computational resources. To address this, we introduce IMLE Policy, a novel behaviour cloning approach based on Rejection-Sampling Implicit Maximum Likelihood Estimation (RS-IMLE). IMLE Policy excels in low-data regimes, effectively learning from minimal demonstrations and requiring 38% less data on average to match the performance of baseline methods in learning complex multi-modal behaviours. Its simple generator-based architecture enables single-step action generation, improving inference speed by 97.3% compared to Diffusion Policy, while outperforming single-step Flow Matching. We validate our approach across diverse manipulation tasks in simulated and real-world environments, showcasing its ability to capture complex behaviours under data constraints.