The performance of the Global Navigation Satellite System (GNSS) compass is related to the quality of carrier phase measurement. How to process the carrier phase error properly is important to improve the GNSS compass accuracy. In this work, we propose a dual frequency carrier phase error difference checking algorithm for the GNSS compass. The algorithm aims at eliminating large carrier phase error in dual frequency double differenced carrier phase measurement according to the error difference between two frequencies. The advantage of the proposed algorithm is that it does not need additional environment information and has a good performance on multiple large errors compared with previous research. The core of the proposed algorithm is removing the geographical distance from the dual frequency carrier phase measurement, then the carrier phase error is separated and detectable. We generate the Double Differenced Geometry-Free (DDGF) measurement according to the characteristic that the different frequency carrier phase measurements contain the same geometrical distance. Then, we propose the DDGF detection to detect the large carrier phase error difference between two frequencies. The theoretical performance of the proposed DDGF detection is analyzed. An open sky test, a manmade multipath test and an urban vehicle test were carried out to evaluate the performance of the proposed algorithm. The result shows that the proposed DDGF detection is able to detect large error in dual frequency carrier phase measurement by checking the error difference between two frequencies. After the DDGF detection, the accuracy of the baseline vector is improved in the GNSS compass.