The distributed cooperative control problem for a class of uncertain interconnected multi-agent systems with time-delays and switching topologies is investigated. A distributed robust H_∞ cooperative control is proposed to make sure that all agents robustly follow the virtual leader while satisfying the desired H_∞ performance. A set of conditions for the proposed distributed H_∞ control design are derived in details with the aid of Lyapunov-Krasovskii function and linear matrix inequality methods, and the rigorous stability proof of the overall closed-loop system is given under the assumption that the communication topology is connected. Simulation examples show the effectiveness of the proposed method.