In this paper, we present a high-precision Mars entry integrated navigation algorithm under large uncertainties via a desensitised extended Kalman filter (DEKF). Firstly, a new six degree-of-freedom Mars entry dynamics model is derived based on the angular velocity outputs of a gyro, which is free of modelling errors in the aerodynamic and control torques. Secondly, both the accelerometer outputs and radio measurements between orbiters and entry vehicle are used as the observations embedded in a navigation filter to perform state estimation and suppress the measurement noise. Finally, a desensitised extended Kalman filter, exhibiting the desirable property of efficiently reducing the sensitivity of state variables with respect to model and parameter uncertainties, is adopted in order to overcome the adverse effects of initial state errors and uncertainties during Mars atmospheric entry and further improve entry navigation accuracy. The numerical simulation results show that the DEKF-based integrated navigation algorithm developed in this paper can achieve a better navigation performance with higher accuracy when compared with the standard extended Kalman filter (EKF)-based integrated navigation algorithm in the presence of larger state errors and parameter uncertainties.