With the rapid development of hypersonic vehicle technology, the research of the defense approach of the hypersonic weapons is becoming more and more important. A lot of guidance law researchers made their efforts to tackle with the problem of high speed, active large scale maneuverability of the hypersonic targets. In this paper, we defined this interception problem as a typical differential game, and we used the adaptive dynamic programming method to learn the Nash Equilibrium solution of the nonlinear continuous time system. At last, the numerical simulation is provided, the result shows that the proposed method is more robust than the baseline method.