To address the issue of integrity monitoring for a multi-source information fusion navigation system, a theoretical framework of two-level integrity monitoring is proposed. Firstly, at the system level, a system-integrity-monitoring method based on the Kalman filter weighted least-squares form is established to detect and isolate faulty navigation sources. Secondly, at the sensor level, considering the redundancy of the faulty navigation sources, this paper presents the design of a multi-mode comprehensive fault-detection method for non-redundant navigation sources. Additionally, an extended-dimension matrix optimized sensor-fault detection and verification method for redundant navigation sources is proposed. Finally, integrity risk allocation criteria are established based on the effectiveness of navigation sources to calculate the system protection level and trigger integrity alarms. The two-level integrity-monitoring method was tested on a multi-source information fusion navigation system integrated with an inertial navigation system (INS), global positioning system (GPS), BeiDou satellite navigation system (BDS), Doppler velocity log (DVL), barometric altimeter (BA), and terrain-aided navigation (TAN). Test results demonstrate that the proposed method can effectively isolate the faulty navigation source within 10 s. Furthermore, it can detect the faulty sensors within the faulty navigation sources, thereby enhancing the reliability and robustness of the multi-source information fusion navigation system.