The state of the moving target in the wireless sensor network usually satisfies a certain nonlinear constraint. In order to improve the tracking accuracy of moving targets in the sensor network, and avoid redundant accumulation of Gaussian terms in the iterative process at the same time, a self-adaptive Gaussian sum Kalman filter with nonlinear constraints is proposed. Firstly, the algorithm calculates the Gaussian subitems of the target state, and the state estimation is performed by unscented Kalman filter for each Gaussian subitem; Then an adaptive strategy of Gaussian subitem weight is designed to dynamically adjust the subitem weight throughout the filtering process, which results that the global estimate is obtained under unconstrained conditions. Finally, nonlinear state constraint of the target is introduced into the filter. Considering it as a constrained projection problem for unconstrained state estimation , the state estimation of moving targets in sensor networks is corrected by using constraint information. Simulation results show that the proposed algorithm outperforms previously developed Kalman filter algorithms with nonlinear constraints in term of improving target tracking accuracy.