How to do field validation during migration? I've a user migration class as shown here.

However for some reason users are created with empty required fields (such as e-mail).

How do I implement custom validation of the field during migration?

So I can fail the validation for specific row and continue the migration? So the specific rows won't be migrated and they will appear in the list of the one which has error in it. 

Is there any method for that?
You can accomplish this using the ::prepareRow() method on your migration class. You'll have access to the source field values in the $row variable. This method is called once for each record being imported, and returning FALSE will skip the row in question.

Example:

function prepareRow($row) {
  if (!validate_my_field($row-&gt;my_custom_field)) {
    return FALSE;
  }
}


More info https://www.drupal.org/node/1132582

For Drupal 8 you could accomplish the same by either implementing a custom source plugin with a prepareRow() method. Or by implementing hook_migrate_prepare_row() and performing your validation there.