Distantly supervised relation extraction has been widely used to find novel relational facts from plain text. To predict the relation between a pair of two target entities, existing methods solely rely on those direct sentences containing both entities. In fact, there are also many sentences containing only one of the target entities, which also provide rich useful information but not yet employed by relation extraction. To address this issue, we build inference chains between two target entities via intermediate entities, and propose a path-based neural relation extraction model to encode the relational semantics from both direct sentences and inference chains. Experimental results on real-world datasets show that, our model can make full use of those sentences containing only one target entity, and achieves significant and consistent improvements on relation extraction as compared with strong baselines. The source code of this paper can be obtained from https://github.com/thunlp/PathNRE.