In this paper, a nonlinear suboptimal guidance system is presented for the missile targeting an unknown arbitrary target. An integrated quadratic performance index is minimized in this guidance law, and the whole design is based on the exact 3D nonlinear missile-target dynamics without any linearization. Considering that the Hamilton–Jacobi–Bellman equation of a nonlinear system is quite difficult to be solved, the [Formula: see text] method is used to obtain the approximate solution without complicated online computations. Moreover, the target accelerations are regarded as the unknown disturbances, and the robustness against the target maneuvering and the external disturbances is enhanced by introducing the feedforward compensation based on the nonlinear disturbance observer. In addition, no priori knowledge like the time-to-go is needed in this suboptimal guidance law. Simulation studies show that the proposed composite guidance system can guarantee that the missile intercepts the arbitrary maneuvering target with satisfied performance.