The invention provides a losing lock detection method based on an extended Kalman filter tracking loop in a GPS receiver. According to a characteristic that a loop gain in an extended Kalman filter can dynamically change with change of a measured value, through a gain variable in the loop, whether the loop is in losing lock or not is detected. In the extended Kalman filter, through a state estimation mean square deviation matrix P, a process noise covariance matrix Q, a measurement noise covariance matrix R and a TS filtering equation, an intermediate variable b and a Kalman filtering gain K are calculated, and through subtracting an observation variable matrix estimated value and the intermediate variable b from an observation variable matrix, an residual error is obtained. By multiplying the residual error by the Kalman filtering gain K, a carrier loop gain coefficient matrix G is obtained. An accumulated value of a parameter G (1, 1) in the first row and in the first column of the matrix G is taken as a loop losing locking detection criterion. When the accumulated value of G (1, 1) obtained by accumulating for 100 times of the parameter G (1, 1) exceeds a threshold, the loop losing lock is determined.