最后，我这样解决了这个问题：

$hg_categories = get_categories();

            foreach($hg_categories as $hg_category) {
                echo \'<h3>\' . $hg_category -> name . \'</h3>\';
                $hg_posts = get_posts(array(\'numberposts\' => -1, \'category\' => $hg_category -> cat_ID));
                foreach ($hg_posts as $hg_post) {

                    if ($hg_post -> ID == get_the_ID()) {
                        echo \'<li class = "current-post"><a href = "\';
                        } else {
                        echo \'<li><a href = "\';
                    }                   
                        echo get_permalink ($hg_post -> ID);
                     echo \'">\';
                        echo $hg_post -> post_title;
                    echo \'</a></li>\';
                }
            }