The model of missile exists uncertainty and actuator saturation limited. For the uncertainty of model, the non-linear impact, coupled influence and external environmental disturbances are treated as the total disturbance, and the extended state observers are designed to estimate this total interference. For the actual rudder angle and the angular velocity system limitations, the auxiliary systems and the limiter differentiator are designed. Finally, based on the back-stepping and finite time control theory, a finite time controller is designed to ensure that the entire closed-loop system under limited conditions can converge to the reference signal. The numerical simulation results show that the designed controller is consistent with the theoretical analysis.