A new asymmetrical gate with application in target tracking is proposed. Proposed gate has asymmetric shape that has large probability of target detection in the gate and has more advantages compared with elliptical gate. The gate is defined as the region in which the tracked target is expected to exist and just observation vectors in the gate are used as target detection. An analytical method to compute optimal size of gate is proposed and recursive estimation of asymmetric parameters of gate are studied. Comparison between proposed gate and conventional elliptical gate showed the efficiency of the proposed method in maneuvering target tracking applications and simulation results showed the proficiency of the proposed method.