The invention provides a self-adaptive filtering method based on the different measuring characteristics of a GPS (Global Positioning System)/INS (Inertial Navigation System) integrated navigation system, which comprises the following steps: using the data measured by an IMU (Inertial Measurement Unit) and the initial data of an INS to carry out strapdown inertial navigation real-time computation; establishing an integrated filtering system equation of GPS/INS speed and positions; measuring a mutual difference sequence according to the GPS/INS dual systems; statistically calculating the estimated value of a GPS measuring noise covariance; and carrying out self-adaptive Kalman filtering computation. The self-adaptive filtering method provided by the invention realizes real-time tracking ofGPS measuring noise and the self-adaptive adjustment of a filtering gain matrix, and enhances the positioning accuracy of the integrated navigation system.