In recent years, GNSS has been more and more widely used for all kinds of applications, including those in urban environment. Carrier phase observations from GNSS are necessary for precise navigation applications. However, before that, cycle slip has to be detected and corrected. For static GPS observations, as the distance between the receiver and the GPS satellites is smooth, the testing quantities formed with carrier phase observations between satellites can be used for cycle slip detection and correction. These testing quantities have two advantages. First, as only carrier phase observations are used, they are not affected by big noise of code observations. Second, the wavelength of the testing quantities is about 20 cm, long enough to be insensitive to carrier phase noise and multipath. However, generally these testing quantities cannot be used for kinematic observations with a sample interval of 1 s as the moving of the receiver and the distance between the receiver and the satellites is not smooth. Kinematic cycle slip detection and correction has been a challenge for many years. Currently, two methods are popularly used: geometry-free and time relative. Both of these two methods are sensitive to observation noise and multipath of carrier phase and code, especially the latter one. For carrier phase based applications in urban environment, this weakness will become more outstanding. For kinematic ultra high rate observations, the changes of the speed and acceleration of the receiver can be neglected in very short time such as 1 s or less if there is no abrupt movement. In this case, the distance between the receiver and the satellites can be regarded as smooth and the testing quantities formed between satellites can be used for cycle slip detection and correction. Based on this, in this paper, a new kinematic cycle slip detection and correction method is proposed, aiming at navigation applications in urban environment with ultra high rate GPS observations. The new method has three features: first, it is based on the use of ultra high rate observations (20 Hz); second, the speed and acceleration change of the vehicle is neglected; third, code measurement is not involved. The new method is tested with practical ultra high rate GPS observations in urban environment and compared with ionospheric residual method and time relative method. The numerical results show that the new method performs obviously better than the others with all cycle slips detected and determined reliably.