H2O and CH4 play key roles in the process of climate change, then real-time online measurement of H2O and CH4 concentrationshas always been one of the hot issues of domestic and foreign scholars. In this paper, an off-axis cavity enhanced absorption spectroscopy device was establishedwith two high reflectivity mirrors of 99.997 6% combining a tunable semiconductor laser operating around 1.653 μm as the light source, andthe high sensitivity measurement of H2O and CH4 was carried out. The effective absorption optical path of the system was calibrated by the absorption area-concentration relationship. The feasibility of the absorption area-concentration relationship was first verified by an optical absorption cell with a known optical path, and it was used to calibrate effective optical path of the cavity enhancement system. The results showed that the effective absorption path of the cavity enhancement system with the base length of 21 cm reached 8 626.3 m. The linear response calibration test was carried out with 7 groups of CH4 standard gases of different concentrations (0.2~1.4 μmol·mol-1) when the pressure was 5.06 kPa, and the fitting relationship curve between the integrated area of CH4 absorption and the concentration was obtained. The stability of the system and the minimum detectable sensitivity were analyzed by Allan variance. The results showed that the optimal average time for detecting CH4 was 100 s, and the minimum detectable concentration limit was 7.5 nmol·mol-1. The optimal average time for detecting H2O was 200 s, and the minimum detectable concentration limit was 55 μmol·mol-1. The data processing method for improving the measurement precision of the system was also analyzed. The results showed that Kalman filtering could greatly improve the measurement precisionand reduce the response time of the systemcompared to the multiple averaging method. Finally, the experimental system of off-axis cavity enhanced absorption spectroscopy device combining with Kalman filtering technology was used to measure the CH4 and H2O concentration in real atmosphere for two days. The average daily concentration of CH4 was 2.1 and 2.08 μmol·mol-1, respectively. The average daily concentration of H2O was 11 515.6 and 11 628.6 μmol·mol-1, respectively. It can be seen that the experimental device of off-axis integration cavity can be used for atmospheric CH4 and H2O detection, andthe established system can also be used for high-sensitivity CH4 and H2O monitoring in relevant industrial fields.