Unlabeled Entity Problem (UEP) in Named Entity Recognition (NER) datasets seriously hinders the improvement of NER performance. This paper proposes SCL-RAI to cope with this problem. Firstly, we decrease the distance of span representations with the same label while increasing it for different ones via span-based contrastive learning, which relieves the ambiguity among entities and improves the robustness of the model over unlabeled entities. Then we propose retrieval augmented inference to mitigate the decision boundary shifting problem. Our method significantly outperforms the previous SOTA method by 4.21% and 8.64% F1-score on two real-world datasets.