The constraints of weight, volume and power for Small unmanned air vehicle (UAV) restrict the application of sensors with heavy and good performance and powerful processors. This paper presents a real-time solution of autonomous flight navigation and its results for small UAV by applying small, cheap, low precision and low-power integrated navigation system, which includes Strap-down Inertial Navigation System (SINS) based on Micro-electro-mechanical system (MEMS) inertial sensors, Global Positioning System (GPS) receiver and magnetometer. The Square-Root Unscented Kalman filter (SR-UKF) for data fusion using in this MEMS-SINS/GPS/ magnetometer integrated navigation system provides continuous and reliable navigation results for the loops of guidance and control for the small UAV with autonomous flight. The whole integrated navigation system algorithm is implemented within low-power embedded microprocessors. The real-time flight test results show that the MEMS-SINS/GPS/magnetometer integrated navigation system is effective and accurate.