I've found a solution!
<?php
// Get current Category
$get_current_cat = get_term_by('name', single_cat_title('',false), 'category');
$current_cat = $get_current_cat->term_id;
// List posts by the terms for a custom taxonomy of any post type
$post_type = 'myposttype';
$tax = 'mytaxonomy';
$tax_terms = get_terms( $tax, 'orderby=name&order=ASC');
if ($tax_terms) {
foreach ($tax_terms as $tax_term) {
$args = array(
'post_type' => $post_type,
"$tax" => $tax_term->slug,
'post_status' => 'publish',
'posts_per_page' => -1,
'category__in' => $current_cat // Only posts in current category (category.php)
);
$my_query = null;
$my_query = new WP_Query($args);
if( $my_query->have_posts() ) : ?>
<h2><?php echo $tax_term->name; // Group name (taxonomy) ?></h2>
<?php while ( $my_query->have_posts() ) : $my_query->the_post(); ?>
<?php $term_list = wp_get_post_terms($post->ID, 'category', array("fields" => "ids")); // Get post categories IDs?>
<?php if (in_array($current_cat, $term_list) ): // Display only posts that have current category ID ?>
<h3><?php the_title(); ?></h3>
<?php endif; // if in_array ?>
<?php endwhile; // end of loop ?>
<?php endif; // if have_posts()
wp_reset_query();
} // end foreach #tax_terms
} // end if tax_terms
?>