Multi-sensor data fusion has found widespread application in dealing with target tracking problem.The terminal guiding technique is one of key algorithms.Data fusion of radar infrared sensors（IR） is a significant problem.Radar is exposed for radiating and IR is secluded but can not get the distance.The system of radar and IR implements complementary information.A new way is proposed based on prediction and correlation of Kalman filter.The simulation indicates that the algorithm has preferable fusion result by using radar and IR data.