According to millimeter wave and infrared compound guidance under the complex background, an improvement weighting fusion algorithm based on decision information is proposed. The decision information of guidance is obtained by analyzing missile running status and the disturbed condition. The measured information of millimeter wave and infrared is acquired by unscented Kalman filter(UKF) estimation respectively. With an improvement self-adapting weighting fusion algorithm, fused guidance information is obtained. The simulation result shows that the precision of this method is high, and the performance of combined guidance can be improved effectively.