In complex urban road environments, vehicles inevitably experience frequent or sustained interruptions of the Global Navigation Satellite System (GNSS) signal when passing through overpasses, near tall buildings, and through tunnels. This results in the reduced accuracy and robustness of the GNSS/Inertial Navigation System (INS) integrated navigation systems. To improve the performance of GNSS and INS integrated navigation systems in complex environments, particularly during GNSS outages, we propose a convolutional neural network–gated recurrent unit (CNN-GRU)-assisted factor graph hybrid navigation method. This method effectively combines the spatial feature extraction capability of CNN, the temporal dynamic processing capability of GRU, and the data fusion strength of a factor graph, thereby better addressing the impact of GNSS outages on GNSS/INS integrated navigation. When GNSS signals are strong, the factor graph algorithm integrates GNSS/INS navigation information and trains the CNN-GRU assisted prediction model using INS velocity, acceleration, angular velocity, and GNSS position increment data. During GNSS outages, the trained CNN-GRU assisted prediction model forecasts pseudo GNSS observations, which are then integrated with INS calculations to achieve integrated navigation. To validate the performance and effectiveness of the proposed method, we conducted real road tests in environments with frequent and sustained GNSS interruptions. Experimental results demonstrate that the proposed method provides higher accuracy and continuous navigation outcomes in environments with frequent and sustained GNSS interruptions, compared to traditional GNSS/INS factor graph integrated navigation methods and long short-term memory (LSTM)-assisted GNSS/INS factor graph navigation methods.