Abstract: The deep penetration problems are encountered when RMC (Reactor Monte Carlo) code is used to perform shielding simulation. After analyzing the transport process of neutrons in the shielding layers, an adaptive variance reduction algorithm is proposed based on the conservation of penetration rate. With the exponential or equal-gradient importance map, the spatial position and the energy of neutrons are biased simultaneously. This new method is implemented by RMC code and obtains good results in deep penetration problems, and can fully improves the efficiency of RMC code for deep penetration problems.