As one of the main methods in positioning and navigation, the Global Navigation Satellite System (GNSS) is widely applied in many areas, such as road engineering, automobile navigation and many other outdoor applications. In addition to an outdoor location-based service, there are many needs for indoor positioning. However, GNSS is hard to position indoors due to signal blockage, and outdoor–indoor transition areas where multipath effects are unavoidable and signal interference is severe. This article proposes a GNSS/INS/UWB tightly-coupled integration positioning methodology to address the problem of accurate positioning in GNSS-difficult areas and aims to provide seamless positioning in different scenarios. In indoor environments, the system uses the UWB/INS tightly-coupled integration positioning mode and periodically corrects the INS errors with range measurements obtained from the UWB transmitting unit to achieve centimeter-level accuracy. In outdoor GNSS-difficult areas like outdoor–indoor transition areas, a GNSS/INS/UWB tightly-coupled integration positioning system is proposed to ensure positioning accuracy continuity and further improve the reliability of the system. To evaluate the positioning performance of the proposed UWB enhanced multi-sensor tightly-coupled integration system, an experiment was conducted in a high-rise building. The experiment results show that the proposed integrated positioning system can provide seamless and accurate positioning results in both indoor and outdoor–indoor transition areas, with DRMS of 5.25 cm and RMSE of 10.18 cm.