This letter presents a new lattice-form complex adaptive IIR notch filter to estimate and track the frequency of a complex sinusoid signal. The IIR filter is a cascade of a direct-form all-pole prefilter and an adaptive lattice-form all-zero filter. A complex domain exponentially weighted recursive least square algorithm is adopted instead of the widely used least mean square algorithm to increase the convergence rate. The convergence property of this algorithm is investigated, and an expression for the steady-state asymptotic bias is derived. Analysis results indicate that the frequency estimate for a single complex sinusoid is unbiased. Simulation results demonstrate that the proposed method achieves faster convergence and better tracking performance than all traditional algorithms.