The instability strip (IS) of classical Cepheids has been extensively studied theoretically. Comparison of the theoretical IS edges with those obtained empirically, using the most recent Cepheids catalogs available, can provide us with insights into the physical processes that determine the position of the IS boundaries. We investigate the empirical positions of the IS of the classical Cepheids in the Large Magellanic Cloud (LMC) using data of classical fundamental-mode and first-overtone LMC Cepheids from the OGLE-IV variable star catalog, together with a recent high-resolution reddening map from the literature. We studied their position on the Hertzsprung-Russell diagram and determined the IS borders by tracing the edges of the color distribution along the strip. We obtain the blue and red edges of the IS in V- and I-photometric bands, in addition to Teff and log L⊙. The results obtained show a break located at the Cepheids’ period of about 3 days, which was not reported before. This phenomenon is most likely explained by the depopulation of second and third crossing classical Cepheids in the faint part of the IS, since blue loops of evolutionary tracks in this mass range do not extend blueward enough to cross the IS at the LMC metallicity. Furthermore, our empirical borders show good agreement with theoretical ones published in the literature. This proves that our empirical IS is a useful tool to put constraints on theoretical models.