The invention discloses a cubature Kalman filtering (CKF) method applied to high-dimensional GNSS/INS deep coupling. The method comprises steps: S1, a high-dimensional GNSS/INS deep coupling filtering model is built; S2, a standard cubature rule is adopted for the built filtering model to generate an initial cubature point; and S3, the novel cubature point is adopted to update the rule for CKF. The method of the invention is applied to high-dimensional GNSS/INS deep coupling, and has the advantages of high stability and high precision.