The integrated navigation system consisting of an inertial navigation system (INS) and Global Navigation Satellite System (GNSS) provides continuous high-accuracy positioning whereas the navigation accuracy during a GNSS outage inevitably degrades owing to INS error divergence. To reduce such degradation, a gated recurrent unit (GRU) and adaptive Kalman filter (AKF)-based hybrid algorithm is proposed. The GRU network, which has advantages of high accuracy and efficiency, is constructed to predict the position variations during GNSS outage. Furthermore, this paper takes the GRU-predicted error accumulation into consideration, and introduces AKF as a supplementary methodology to improve the navigation performance. The proposed hybrid algorithm is trained and tested by practical road datasets and compared with four algorithms, including the standard KF, Multi-Layer Perceptron (MLP)-aided KF, Long Short Time Memory (LSTM) aided KF, and GRU-aided KF. Periods of 180 and 120 s GNSS outage are employed to test the performance of the proposed algorithm in different time scales. The comparison result between the standard KF and neural network-aided KF indicates that the neural network is an effective methodology for bridging GNSS outages. The performance comparison between three kinds of neural networks demonstrate that both recurrent neural networks surpass the MLP in prediction position variation, and the GRU transcends the LSTM in prediction accuracy and training efficiency. Furthermore, it is concluded that the adaptive estimation theory is an effective complement to neural network-aided navigation, as the GRU-aided AKF reduced the horizontal error of GRU-aided KF by 31.71% and 16.12% after 180 and 120s of GNSS outage, respectively.