Aiming at the issue of heading effect of Hemisphere Resonator Gyro (HRG) platform Inertial Navigation System (INS) during the initial alignment, we studied the influence of heading effect error on the initial alignment accuracy of HRG INS. In order to eliminate the influence of heading error effect, we designed a self-calibration scheme of the heading effect based on the practical application requirements of the missile. The experimental results shows that this HRG INS heading effect calibration method can effectively compensate for the heading effect error and improve the accuracy of self-aligned HRG platform INS.