This article proposes a distributed model‐free adaptive consensus tracking control (DMFACTC) approach for a class of unknown heterogeneous nonlinear discrete‐time multi‐agent systems (MASs) with sensor saturation and measurement disturbance to perform consensus tracking tasks. Meanwhile, both fixed and switching topologies are considered, where only a subset of agents can acquire the desired trajectory information in each topology. A time‐varying linear data model for each agent is first established by utilizing the dynamic linearization method to formulate this algorithm. Merely, the input data and the saturated output data with measurement disturbance of each agent are applied to construct the DMFACTC algorithm without employing any dynamics model information of MASs. The convergence of the designed scheme is strictly proved. It illustrates that the output saturation and switching topologies do not affect the stability of MASs. Moreover, even if the sensor saturation, measurement disturbance, and switching topologies happen simultaneously, the DMFACTC also guarantees that the tracking errors of MASs converge to a small range around the origin. Furthermore, two numerical simulations and a realistic filling system simulation further verify the correctness and effectiveness of the theoretical results.