A mixed graph $widetilde{G}$ is obtained by orienting some edges of $G$, where $G$ is the underlying graph of $widetilde{G}$. The positive inertia index, denoted by $p^{+}(G)$, and the negative inertia index, denoted by $n^{-}(G)$, of a mixed graph $widetilde{G}$ are the integers specifying the numbers of positive and negative eigenvalues of the Hermitian adjacent matrix of $widetilde{G}$, respectively. In this paper, we study the positive and negative inertia index of the mixed unicyclic graph. Moreover, we give the upper and lower bounds of the positive and negative inertia index of the mixed graph, and characterize the mixed graphs which attain the upper and lower bounds respectively.