Bloch oscillations (BOs), i.e. the oscillatory motion of a quantum particle in a periodic potential, are one of the most striking effects of coherent quantum transport in the matter. In the semiclassical picture, it is well known that BOs can be explained owing to the periodic band structure of the crystal and the so-called 'acceleration' theorem: since in the momentum space the particle wave packet drifts with a constant speed without being distorted, in real space the probability distribution of the particle undergoes a periodic motion following a trajectory which exactly reproduces the shape of the lattice band. In non-Hermitian lattices with a complex (i.e. not real) energy band, extension of the semiclassical model is not intuitive. Here we show that the acceleration theorem holds for non-Hermitian lattices with a complex energy band only on average, and that the periodic wave packet motion of the particle in the real space is described by a trajectory in complex plane, i.e. it generally corresponds to reshaping and breathing of the wave packet in addition to a transverse oscillatory motion. The concept of BOs involving complex trajectories is exemplified by considering two examples of non-Hermitian lattices with a complex band dispersion relation, including the Hatano-Nelson tight-binding Hamiltonian describing the hopping motion of a quantum particle on a linear lattice with an imaginary vector potential and a tight-binding lattice with imaginary hopping rates.