A novel statistic window based method to fit stellar continuum is proposed. First a stellar spectrum is divided into a series of statistic windows in which a certain percent of flux points is selected according to S/N ratio; then low order polynomial iteration fitting is carried out based on the selected flux points to obtain the stellar continuum. Experimental results show that the continuum obtained by the proposed method is more close to the real continuum, compared to other existed methods. This method has a better practical applicability and robustness to all kinds of spectra (except M-type spectrum) in SDSS. It also works well for Guoshoujing Telescope (LAMOST) pilot survey spectra.