In recent years, aided navigation systems through combining inertial navigation system (INS) with global navigation satellite system (GNSS) have been widely applied to enhance the position, velocity, and attitude information of autonomous vehicles. In order to gain the accuracy of the aided INS/GNSS in GNSS gap intervals, a heuristic neural network structure based on the recurrent fuzzy wavelet neural network (RFWNN) is applicable for INS velocity and position error compensation purpose. During frequent access to GNSS data, the RFWNN should be trained as a highly precise prediction model equipped with the Kalman filter algorithm. Therefore, the INS velocity and position error data are obtainable along with the lost intervals of GNSS signals. For performance assessment of the proposed RFWNN-aided INS/GNSS, real flight test data of a small commercial unmanned aerial vehicle (UAV) were conducted. A comparison of test results shows that the proposed NN algorithm could efficiently provide high-accuracy corrections on the INS velocity and position information during GNSS outages.