We analyze a quantum measurement where the apparatus is initially in a mixed state. We show that the amount of information gained in a measurement is not equal to the amount of entanglement between the system and the apparatus, but is instead equal to the degree of classical correlations between the two. As a consequence, we derive an uncertainty-like expression relating the information gain in the measurement and the initial mixedness of the apparatus. Final entanglement between the environment and the apparatus is also shown to be relevant for the efficiency of the measurement.