The invention discloses a self-adaptive tracking loop, which comprises an unscented Kalman filter (UKF), an observation noise variance matrix detection module, a fuzzy inference system, an unscented transformation (UT) scale factor regulation module, a state compensator, a carrier wave numerical controlled oscillator (NCO), scale factors, a code NCO, an integration and zero-clearing module, a code loop phase discriminator and a second order code loop filter, and additionally discloses an implementation method for the self-adaptive tracking loop. The implementation method comprises a step 1 ofsignal correlation, integration and zero clearing; a step 2 of code phase tracking; a step 3 of UKF modeling; a step 4 of observation noise variance matrix estimation; a step 5 of process noise variance matrix estimation; a step 6 of UT scale factor regulation; a step 7 of state estimation deviation compensation; and a step 8 of assistance of the carrier wave NCO in the code NCO. According to theself-adaptive tracking loop, the UKF, the observation noise variance matrix detection module and the fuzzy inference system are designed in the carrier tracking loop, so not only can a contradiction between thermal noise vibration in the tracking loop and a dynamic stress error be solved, but a process noise variance matrix and an observation noise variance matrix can be regulated in a self-adaptive manner according to changes of the external environment, and thereby the self-adaptive ability of the tracking loop under complex changeable environments of high dynamic, strong interference, and the like is effectively improved.