With the effective calibration of zero bias, scale factors, installation errors, and quadratic coefficients, the G-sensitivity is gradually becoming one of the key factors affecting the navigation accuracy of MEMS inertial measurement units (MIMUs). Hence, a system-level calibration method considering the G-sensitivity of MEMS gyroscopes based on the State Transformation Extended Kalman Filter (STEKF) is proposed for MIMUs. By modeling the error of the MIMUs, a 19-position calibration path is arranged. Using the velocity error as the measurement information, the 40 error parameters including G-sensitivity are calculated by a filter and compensated in a closed loop. Simulation and experiment results prove that the proposed method can calibrate the G-sensitivity of MEMS gyroscopes and compared to not calibrating G-sensitivity, the navigation error is reduced by more than 19.28% under dynamic circumstances. The proposed method applies to high-dynamic vehicles and can be used in practical engineering practices.