A gyro compass having a gyro case housing therein a gyro and supported with freedom of three axes, functions for outputting a signal corresponding to an inclined angle of the gyro spin axis relative to the horizontal plane, and a function for applying a torque around a vertical axis of the gyro case in proportion to an input signal. A controller is supplied with a signal corresponding to the inclined angle and a latitude value at which the gyro compass is located, and a constant relative to the input latitude value is determined by the controller after the gyro compass is energized. A signal, resulting from differentiating the signal corresponding to the inclined angle during a predetermined time, is added to the product of the signal corresponding to the inclined angle and the constant. This added signal functions as the input signal for the gyro, whereby a constant optimum north-seeking movement is carried out regardless of the change of the latitude value. An error corrector is provided having supplied to it the signal corresponding to the inclined angle, the speed signal of the vehicle and its heading azimuth signal, and a bias error caused by the inclined angle of the gyro compass spin axis and an azimuth error caused by the movement of the vehicle are estimated and calculated to thereby reduce an azimuth error caused by any bias error and the vehicles' movement.