The Global Navigation Satellite System (GNSS)/Inertial Navigation System (INS) integrated navigation technology is widely utilized in vehicle positioning. However, in complex environments such as urban canyons or tunnels, GNSS signal outages due to obstructions lead to rapid error accumulation in INS-only operation, with error growth rates reaching 10–50 m per min. To enhance positioning accuracy during GNSS outages, this paper proposes an error compensation method based on CNN-BiLSTM-Attention. When GNSS signals are available, a mapping model is established between specific force, angular velocity, speed, heading angle, and GNSS position increments. During outages, this model, combined with an improved Kalman filter, predicts pseudo-GNSS positions and their covariances in real-time to compute an aided navigation solution. The improved Kalman filter integrates Sage–Husa adaptive filtering and strong tracking Kalman filtering, dynamically estimating noise covariances to enhance robustness and address the challenge of unknown pseudo-GNSS covariances. Real-vehicle experiments conducted in a city in Jiangsu Province simulated a 120 s GNSS outage, demonstrating that the proposed method delivers a stable navigation solution with a post-convergence positioning accuracy of 0.7275 m root mean square error (RMSE), representing a 93.66% improvement over pure INS. Moreover, compared to other deep learning models (e.g., LSTM), this approach exhibits faster convergence and higher precision, offering a reliable solution for vehicle positioning in GNSS-denied scenarios.