A new moving state marine initial alignment method of strap-down inertial navigation system (SINS) is proposed based on high-degree cubature Kalman filter (CKF), which can capture higher order Taylor expansion terms of nonlinear alignment model than the existing third-degree CKF, unscented Kalman filter and central difference Kalman filter, and improve the accuracy of initial alignment under large heading misalignment angle condition. Simulation results show the efficiency and advantage of the proposed initial alignment method as compared with existing initial alignment methods for the moving state SINS initial alignment with large heading misalignment angle.