In this article, the distributed containment control schemes are presented for a class of nonlinear heterogeneous high‐order fully actuated multi‐agent systems. First, for each follower, the reference trajectory generator is constructed by using the output information of the neighbor agents. Then, the distributed containment controllers are designed for the system with known nonlinear system function matrices and control gain matrices. Further, since the existence of modeling errors and other uncertain factors, the obtained system model is often not accurate enough, that is, the system function matrix and control gain matrix are actually unknown nonlinear matrices. To tackle these obstacles, we employ the radial basis function neural network method to approximate the unknown nonlinear system function matrices and skillfully construct the controllers combined with the adaptive technology to eliminate the effects of the unknown control gain matrices. The developed control strategies can guarantee that the containment control can be realized and the containment errors can be adjusted to arbitrary precision. In the end, the simulation results on the electromechanical system and robotic system demonstrate the availability and effectiveness of the provided schemes.