Nowadays, the global navigation satellite system (GNSS) has basically achieved real-time positioning with high precision in outdoor open environments. With the acceleration of urbanization, however, providing pedestrian navigation services for densely built-up sites disturbed by GNSS signals generates great demand, which has significantly promoted indoor positioning technology in recent years. Furthermore, as there is no single universal positioning method to realize the seamless transition between indoor and outdoor environments, seamless navigation technology introduces new hot spots and research topics to solve the “last-kilometer” problem in the navigation field. This study summarizes the multi-sensor fusion technology for indoor pedestrian navigation: (1) The advantages and limitations of a single sensor in indoor positioning are analyzed and compared from the perspective of radio frequency signals and non-electrical signals separately; (2) the positioning methods in the field of indoor multi-sensor fusion are introduced, including multimodal fingerprint fusion, geometric ranging fusion, and PDR-based fusion. Finally, the solution to the application of indoor positioning technology in seamless navigation is studied, and the challenges and prospects of seamless positioning in indoor and outdoor environments are presented. The research provides references and assistance to the follow-up research on high-precision seamless positioning.