The autonomous navigation technology uses the multiple sensors to percept and estimate the spatial locations of the aerospace prober or the Mars rover and to guide their motions in the orbit or the Mars surface. In this chapter, the autonomous navigation methods for the Mars exploration are reviewed. First, the current development status of the autonomous navigation technology is summarized. The popular autonomous navigation methods, such as the inertial navigation, the celestial navigation, the visual navigation, and the integrated navigation, are introduced. Second, the application of the autonomous navigation technology for the Mars exploration is presented. The corresponding issues in the Entry Descent and Landing (EDL) phase and the Mars surface roving phase are mainly discussed. Third, some challenges and development trends of the autonomous navigation technology are also addressed.