Due to the massive multipath effects and non-line-of-sight (NLOS) signal receptions, the accuracy and reliability of GNSS positioning solution can be severely degraded in a highly urbanized area, which has a negative impact on the performance of GNSS/INS integrated navigation. Therefore, this paper proposes a multipath/NLOS detection method based on the K-means clustering algorithm for vehicle GNSS/INS integrated positioning. It comprehensively considers different feature parameters derived from GNSS raw observations, such as the satellite-elevation angle, carrier-to-noise ratio, pseudorange residual, and pseudorange rate consistency to effectively classify GNSS signals. In view of the influence of different GNSS signals on positioning results, the K-means clustering algorithm is exploited to divide the observation data into two main categories: direct signals and indirect signals (including multipath and NLOS signals). Then, the multipath/NLOS signal is separated from the observation data. Finally, this paper uses the measured vehicle GNSS/INS observation data, including offline dataset and online dataset, to verify the accuracy of signal classification based on double-differenced pseudorange positioning. A series of experiments conducted in typical urban scenarios demonstrate that the proposed method could ameliorate the positioning accuracy significantly compared with the conventional GNSS/INS integrated navigation. After excluding GNSS outliers, the positioning accuracy of the offline dataset is improved by 16% and 85% in the horizontal and vertical directions, respectively, and the positioning accuracy of the online dataset is improved by 21% and 41% in the two directions. This method does not rely on external geographic information data and other sensors, which has better practicability and environmental adaptability.