The Moving Least Squares (MLS) method has been developed for fitting of the measurement data contaminated with errors. The local approximants of the MLS method only take the random errors of the dependent variable into account, whereas the independent variables of measurement data always contain errors. To consider the influence of errors of dependent and independent variables, the Moving Total Least Squares (MTLS) offers a better choice. However, both MLS and MTLS method are sensitive to outliers, which greatly affects the fitting accuracy and robustness. This paper presents an improved method-Trimmed Moving Total Least Squares (TrMTLS) method, in which Total Least Squares (TLS) method with truncation procedure is adopted to determine the local coefficients in the influence domain. This method can deal with outliers and random errors of all variables without setting the threshold or adding small weights subjectively. The numerical simulation and measurement experiments results indicate that the proposed algorithm has better fitting accuracy and robustness compared with the MTLS and MLS method.