Inertial navigation systems experience error accumulation over time, leading to the use of integrated navigation as a classical solution to mitigate inertial drift. This provides a novel approach to navigation and positioning by using the combined advantages of inertial and geomagnetic navigation systems. However, inertial/geomagnetic navigation is affected by significant magnetic interference in practical scenarios, resulting in reduced navigation accuracy. This research introduces a new neural network-assisted integrated inertial–geomagnetic navigation method (IM-NN), and utilizes the adaptive cubature Kalman filter to integrate attitude information from geomagnetism and inertial sensors. A model was created utilizing a Long Short-Term Memory Network (LSTM) to represent the relationship between specific force, angular velocity, and integrated navigation attitude information. The dynamics were estimated based on current and previous Inertial Measurement Unit (IMU) data using IM-NN. This study demonstrated that the method effectively corrected inertial accumulation errors and mitigated geomagnetic disruption, resulting in a more accurate and dependable navigation solution in environments with geomagnetic rejection compared to conventional single inertial navigation methods.