Measure system is important part for an autonomous mobile robot. Move-in-mud robot is a new kind of autonomous underwater robot, which is used to dig hole in the mud. Measure system of move-in-mud robot is designed in the paper and measure principle of move-in-mud robot is analysed. Data fusion methods combine multi-sensor information to obtain the uniform description or the understanding to the measured object according to a certain criterion. Kalman filter is chosen as the data fusion method of the measure system to improve the accuracy of measure system. The depth error with fusion is smaller than the direct measure and indirect measure. The simulation results indicate that fusion improves the accuracy of the robot depth obviously.