Infrared small targets occupy few pixels and lack features such as color, texture and shape, so it is difficult to track them effectively. To solve this problem, an infrared small target tracking method based on state information was proposed. Firstly, the target, background and distractors in the local area of the small target to be detected were encoded to obtain dense local state information between consecutive frames. Secondly, feature information of the current and the previous frames were input into the classifier to obtain the classification score. Thirdly, the state information and the classification score were fused to obtain the final degree of confidence and determine the center position of the small target to be detected. Finally, the state information was updated and propagated between the consecutive frames. After that, the propagated state information was used to track the infrared small target in the entire sequences. The proposed method was validated on an open dataset DIRST (Dataset for Infrared detection and tRacking of dim-Small aircrafT). Experimental results show that for infrared small target tracking, the recall of the proposed method reaches 96.2%, and the precision of the method reaches 97.3%, which are 3.7% and 3.7% higher than those of the current best tracking method KeepTrack. It proves that the proposed method can effectively complete the tracking of small infrared targets under complex background and interference.