In this paper, a distributed adaptive critic design-based asymptotical cooperative tracking control scheme is established for a class of unknown high-order multi-agent systems with disturbances on undirected graphs. The cooperative tracking problem of high-order multi-agent systems is first transformed to the stabilizing problem of filtered tracking errors dynamic systems, which only depend on the information from neighboring agents. Then, a novel distributed adaptive critic design-based controller is developed for the newly obtained filtered tracking errors dynamic systems. The special local filtered tracking errors and local critic signals are defined for facilitating the implementation of distributed adaptive critic design. Novel distributed weights updating laws for critic neural networks, actor neural networks, and adaptive parameters are proposed. Furthermore, the RISE technique is introduced to suppress the external disturbances and neural network approximation errors. The asymptotical stability of a closed-loop system is demonstrated by using Lyapunov stability theory. Finally, a simulation example justifying the effectiveness of the proposed control scheme is given.