  We analyze the anomalous magnetic moment of the muon $g-2$ in the
$\mu\nu$SSM. This $R$-parity violating model solves the $\mu$ problem
reproducing simultaneously neutrino data, only with the addition of
right-handed neutrinos. In the framework of the $\mu\nu$SSM, light left
muon-sneutrino and wino masses can be naturally obtained driven by neutrino
physics. This produces an increase of the dominant chargino-sneutrino loop
contribution to muon $g-2$, solving the gap between the theoretical computation
and the experimental data. To analyze the parameter space, we sample the
$\mu\nu$SSM using a likelihood data-driven method, paying special attention to
reproduce the current experimental data on neutrino and Higgs physics, as well
as flavor observables such as $B$ and $\mu$ decays. We then apply the
constraints from LHC searches for events with multi-leptons + MET on the viable
regions found. They can probe these regions through chargino-chargino,
chargino-neutralino and neutralino-neutralino pair production. We conclude that
significant regions of the parameter space of the $\mu\nu$SSM can explain muon
$g-2$ data.
