This paper aims to develop a robust optimal control method for missile autopilot systems suffering from external disturbances by using adaptive dynamic programming algorithm.First, a nonlinear disturbance observer is designed to estimate unknown external disturbance.Then, considering an integral sliding mode surface and the output of disturbance observer, an integral sliding mode controller is designed to make the system enter into sliding mode motion along the sliding surface.Subsequently, for equivalent sliding mode dynamic systems, a critic network is constructed with a novel weight update law, and the adaptive dynamic programming technique is employed to learn an optimal controller.With the Lyapunovs method, the stability of closed-loop system and the convergence of estimation weight for critic network are proved.Finally, the missile autopilot system is used to verify the effectiveness and feasibility of the designed approach.