Concerning the problem that the weak target might be covered by the range side-lobes of the strong one and the range side-lobes could only be suppressed to a certain value, an improved Kalman-Minimum Mean-Square Error (K-MMSE) algorithm was proposed in this paper. This algorithm combined the Kalman filter with the Minimum Mean-Square Error (MMSE), and it was an effective method for suppressing range side-lobes of adaptive pulse compression. In the simulation, the proposed algorithm was compared with the traditional matched filter and other improved matched filters such as MMSE in a single target or multiple targets environments, and then found that the side-lobe levels, the Peak-SideLobe Ratio (PSLR) and Integrated SideLobe Ratio (ISLR) of the Point Spread Function (PSF) were all decreased obviously in comparison with the previous two methods. The simulation results show that the method can suppress range side-lobes well and detect the weak targets well either under both the condition of a single target and the condition of multiple targets.