When the aircraft is flying across the polar region, the transformation of navigation coordinate system will lead to the change of filter structure, which will affect the navigation accuracy. To solve this problem, a Ring Laser Gyroscope Inertial Navigation System/Global Navigation Satellite System (RLG INS/GNSS) polar region integrated navigation algorithm based on covariance transformation was proposed. The transformation relationship of the system error state and the covariance between the geographic coordinate system and the grid coordinate system was established. Then the integrated navigation filter with full latitude applicability was designed, and the effectiveness of the algorithm was verified by sports car experiment and semi-physical simulation experiment. The experiment results show that the covariance transformation algorithm can effectively solve the filtering instability caused by the transformation of the navigation coordinate system. Compared with the non-covariance transformation, the system state error decreases by one order of magnitude.