This paper introduces an anti‐saturation optimization algorithm based on dynamic self‐triggered adaptive dynamic programming (ADP) for bounded acceleration guidance interception. By establishing a nonlinear input‐constrained guidance intercept and control system, the smooth bounded function is used to constrain the system input to ensure that the system operates in a controllable range. Subsequently, the appropriate performance function that can accurately reflect the system is designed. In alignment with the advantages of parallel control and ADP, a group of parallel systems are constructed by modeling the derivation of control input. A self‐learning control framework is explored, facilitating virtual‐actual interaction and mutual reinforcement between multiple controllers, optimizing the management of the interception system. Furthermore, event‐triggered control (ETC) policies are devised, which can be updated only when needed by setting trigger conditions, thus saving data resources. The stability proof of the closed‐loop system is given to ensure that the system can keep stable operation when the trigger condition is satisfied. On this basis, a dynamic self‐triggered control (DSTC) with soft computing is put forward, enabling trigger instant calculation without real‐time system monitoring and further extending the trigger interval. Simulation results evidence that the devised guidance scheme can intercept the maneuvering target at a reduced expenditure of communication resources.