Achieving accurate navigation and localization is crucial for Autonomous Underwater Vehicle (AUV). Traditional navigation algorithms, such as Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF), require the system model and measurement model for state estimation to obtain the AUV position. However, this may introduce modeling errors and state estimation errors which will affect the final precision of AUV navigation system to a certain extent. To avoid these problems, in this paper, we proposed a deep framework-NavNet-by taking AUV navigation as a deep sequential learning problem. Firstly, the proposed NavNet can take raw sensor data at different frequencies as input, which benefits from the sequential learning capability of Recurrent Neural Network (RNN). Secondly, NavNet takes advantage of a simplified attention mechanism and Fully Connected (FC) layers to output AUV displacements per unit time, which accomplishes low-frequency AUV navigation by accumulation of it. More importantly, there is no need for the model building and state estimation with NavNet, which avoids the import of relevant errors. We compare the performance of NavNet to EKF and UKF using collected data by running Sailfish in the sea. Experimental results show that NavNet has an excellent performance in terms of both the navigation accuracy and fault tolerance. In addition, a reliable fusion strategy of NavNet and conventional method is applied to achieve high-frequency AUV navigation. The experimental results show that the proposed architecture can be a reliable supplement to limit the error growth of conventional algorithms. INDEX TERMS Autonomous underwater vehicle, navigation, extended Kalman filter, unscented Kalman filter, sequential learning.