The invention provides a method for controlling depth-keeping navigation of an unpiloted diving instrument with the adoption of a vector thruster. The method comprises the following steps: (1) obtaining information on depth, vertical velocity and posture angle through corresponding sensors; (2) mapping a deviation discourse universe of the depth to a deviation discourse universe of a vertical inclination angle, changing depth control into vertical inclination control, calculating a vertical inclination direction torque needed at the moment, and calculating a force to be provided in a vertical direction according to a force arm of the vector thrust; and (3) regulating a water thrusting angle and a rotation speed of the vector thruster, outputting a thrust force in an appointed direction, and after the decomposition of a vertical plane, utilizing a force in the vertical direction for regulating the vertical inclination and a force in the horizontal direction for velocity keeping. The invention effectively improves the accuracy for controlling the depth-keeping navigation of the unpiloted diving instrument with the adoption of the vector thruster, is actually applicable to design an unpiloted diving instrument controlling system and can be sued for underwater detection, archeology, underwater salvage, and the like.