The invention discloses a nonlinear initial alignment method for an all-altitude strapdown inertial navigation system, including the main steps of roughly aligning the strapdown inertial navigation system; initiating a double-Euler-angle direct method nonlinear filter of the strapdown inertial navigation system, updating time, measuring measurements, and switching forward and reverse Euler-angle direct methods. The double-Euler-angle direct method and the direct method are fused, the problem of singularity in the single-Euler-angle direct method is solved, the nonlinear initial alignment method is applicable to cases with high carrier dynamics; system equations are mainly velocity differential equations and Euler-angle differential equations, and models are more precise than first approximation of the direct method; navigation resolution is implemented in the filtering process, filtering outputs are navigation parameters, repeated calculations in mechanically arranged equations are avoided, and an algorithm is simpler than the direct method; compared with quaternion direct method, the nonlinear initial alignment method has no need for filtering step modification, and the algorithm is simple.