State estimation is crucial for legged robots as it directly affects control performance and locomotion stability. In this paper, we propose an Adaptive Invariant Extended Kalman Filter to improve proprioceptive state estimation for legged robots. The proposed method adaptively adjusts the noise level of the contact foot model based on online covariance estimation, leading to improved state estimation under varying contact conditions. It effectively handles small slips that traditional slip rejection fails to address, as overly sensitive slip rejection settings risk causing filter divergence. Our approach employs a contact detection algorithm instead of contact sensors, reducing the reliance on additional hardware. The proposed method is validated through real-world experiments on the quadruped robot LeoQuad, demonstrating enhanced state estimation performance in dynamic locomotion scenarios.