Shepard method is applied in many science fields. Based on the basic principles of Shepard model, the structure of the cost function and the selection of the scattered data are improved in this article. The smoothness and decay capacity of the improved cost function is better and can be adjusted freely depending on the demand. As a result, the interpolation accuracy is increased and the implement of the improved method is more convenient in application. In the end, the experiments are made on the real gravity field data, the several statistical characteristics of the error is improved using the modified Shpard method in this article, which indicated our work is successful.