A novel three-dimensional dual-loop guidance law with missile autopilot dynamics based on nonlinear disturbance observers and command filters is proposed. The guidance system is decoupled into an outer loop system and an inner loop system. The outer loop controller generates a virtual guidance law, which makes the normal relative velocities between missile and target in spherical coordinates converge to zero. The inner loop controller generates a real guidance law, which makes the missile autopilot track the virtual guidance law from the outer loop fast. Since a command filter in the outer loop calculates both the first and the second derivatives of the virtual guidance law, the whole guidance design procedure of the three-order system is accomplished just in two steps. Simulation results for a missile intercepting a high speed and high maneuvering target show that the proposed guidance law compensates the influence of autopilot dynamics effectively, has strong robustness of resistance against target maneuver, and possesses high guidance precision.