Quantum Markov chains generalize classical Markov chains for random variables to the quantum realm and exhibit unique inherent properties, making them an important feature in quantum information theory. In this work, we propose the concept of virtual quantum Markov chains (VQMCs), focusing on scenarios where subsystems retain classical information about global systems from measurement statistics. As a generalization of quantum Markov chains, VQMCs characterize states where arbitrary global shadow information can be recovered from subsystems through local quantum operations and measurements. We present an algebraic characterization for virtual quantum Markov chains and show that the virtual quantum recovery is fully determined by the block matrices of a quantum state on its subsystems. Notably, we find a distinction between two classes of tripartite entanglement by showing that the W state is a VQMC while the GHZ state is not. Furthermore, we introduce the virtual non-Markovianity to quantify the non-Markovianity of a given quantum state, which also assesses the optimal sampling overhead for virtually recovering this state. Our findings elucidate distinctions between quantum Markov chains and virtual quantum Markov chains, extending our understanding of quantum recovery to scenarios prioritizing classical information from measurement statistics.