A method for tracking a moving object by a tracking device comprises the following steps: (a) reception by the tracking device of a signal transmitted by the moving object or objects and comprising a first item of information of the position of the moving object determined from information received from a satellite positioning system, (b) determination of a second item of information of the relative altitude of the moving object with respect to the tracking device, and the said second item of information is calculated on the basis of the atmospheric pressures measured at the altitude of the tracking device and on the moving object, (c) calculation of the relative position of the moving object with respect to the tracking means, from the first and second items of information using a data fusion technique, (d) orientation of the tracking means towards the relative position calculated in step (c).