The present invention provides an actually-measured marine environment data assimilation method based on sequence recursive filtering three-dimensional variation. The method includes: preprocessing actually-measured marine environment data; calculating a target function value; calculating a gradient value of a target function; calculating a minimum value of the target function; extracting space multi-scale information from the actually-measured data; and updating background field data to form a final data assimilation analysis field. The present invention improves the traditional recursive filtering three-dimensional variation method, and sequentially assimilates information with different scales, thereby effectively overcoming the problem that multi-scale information cannot be effectively extracted by a traditional three-dimensional variation method. A high-order recursive Gaussian filter is used, and a cascaded form of the high-order recursive filter is converted into a parallel structure, so that the recursive filtering process of the recursive Gaussian filter can be executed in parallel, and many problems caused by a cascaded filter are overcome.