We designed a tightly-coupled integration between GNSS and inertial navigation systems (INS) where we modify the update step of a classical Extended Kalman Filter (EKF) to consider different robust estimators (such as M-estimators). We consider different faulty scenarios where the pseudoranges contain one or several non-modeled biases. The tightly-coupled GNSS/INS robust Kalman filter performance in the presence of biases is compared with the classical EKF and with a loosely-coupled Robust-GNSS/INS approach. The robust tightly-coupled version is able to minimize more efficiently the biases effect thanks to the direct redundancy of the inertial sensor within the robust estimator.