There are many algorithms that can be used to fuse sensor data. The complementary filtering algorithm has low computational complexity and good real-time performance characteristics. It is very suitable for attitude estimation of small unmanned aerial vehicles (micro-UAVs) equipped with low-cost inertial measurement units (IMUs). However, its low attitude estimation accuracy severely limits its applications. Though, many methods have been proposed by researchers to improve attitude estimation accuracy of complementary filtering algorithms, there are few studies that aim to improve it from the data processing aspect. In this paper, a real-time first-order differential data processing algorithm is proposed for gyroscope data, and an adaptive adjustment strategy is designed for the parameters in the algorithm. Besides, the differential-nonlinear complementary filtering (D-NCF) algorithm is proposed by combine the first-order differential data processing algorithm with the basic nonlinear complementary filtering (NCF) algorithm. The experimental results show that the first-order differential data processing algorithm can effectively correct the gyroscope data, and the Root Mean Square Error (RMSE) of attitude estimation of the D-NCF algorithm is smaller than when the NCF algorithm is used. The RMSE of the roll angle decreases from 1.1653 to 0.5093, that of the pitch angle decreases from 2.9638 to 1.5542, and that of the yaw angle decreases from 0.9398 to 0.6827. In general, the attitude estimation accuracy of D-NCF algorithm is higher than that of the NCF algorithm.