Combination of Global Positioning System (GPS) and Inertial Navigation System (INS) can improve the navigation performance that is superior to either one. This paper proposed and discussed an INS/GPS integrated navigation method based on adaptive neuro-Fuzzy Inference System (ANFIS) to fuse INS and GPS data. In this method, an ANFIS network was trained to mimic the error dynamical model of INS when GPS signals were available. If GPS outages occur, the trained ANFIS network is utilized to bridge the GPS outages. Simulations in INS/GPS integrated navigation system show the proposed method can reduce the positioning error during GPS outages.