In order to make your question more precise, you would need to tell us what you mean by "number". If you are not familiar with mathematics then this may seem strange. However, there are many "numbers" that are not complex numbers; such a p-adic and quaternions as others pointed out.
There are senses where complex numbers are "complete". For instance, every polynomial can be completely factored in the complex numbers. So the polynomial $x^2+1=(x+i)(x-i)$ is factored using complex numbers but is not factorable under the reals. If we wanted to factor $x^2+1$ under the reals, we cannot. Intuitively, the graph of $y=x^2+1$ doesn't intersect the $x$ axis and has not real roots. To factor it, we must add a new number to the reals. This number is $i$ which satisfies $i^2=-1$ (in other words $i^2+1=0$). For complex numbers, there is no number that must be added to factor any complex polynomial.
Also the complex numbers are complete in the sense that sequences that should converge (so called Cauchy sequences) do converge. There are no holes in the complex numbers like there are in the rationals. For instance $\pi$ can be approximated arbitrarily well by rational numbers, but is not rational. If a number can be approximated arbitrarily well by complex numbers then it is complex.
Finally any rational or real number is a complex number with imaginary part equal to zero.