In this paper, the distributed cooperative control of virtual coupling high-speed trains (HSTs) subject to full-state constraints, actuator limitations, dynamical uncertainties and environmental disturbances is investigated. Targeting at the full-state constraints in cooperative operation of HSTs, a distributed nonlinear state-dependent function (DNSDF) is first proposed to convert the state-constrained problem of the leader-following consensus control to the boundedness problem of DNSDF. Then, the distributed control law of each train is designed by combining the command filtering backstepping method and the adaptive neural network approximation technique. Meanwhile, combined with the DNSDF, a novel auxiliary dynamical system (ADS) is designed to compensate for the adverse effects of actuator input saturation, and thus ensure the closed-loop stability of the HSTs system when the state constraints and the input saturation are considered simultaneously. By utilizing the Lyapunov theory, the convergence of the proposed controller is analyzed. Finally, the feasibility and effectiveness of the proposed control scheme are verified by simulations. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —This work was motivated by the problem of cooperative control for virtual coupling HSTs with different initial states, actuator input saturation, full-state constraints, etc. The proposed approach addresses the train position and speed constraints by applying DNSDF, which can ensure train coordinated operation with relative braking distance and further reduce the tracking interval between trains. Specifically, the upper bound of the train position constraint varies with the real-time position of the preceding train and the relative speed of the adjacent trains, rather than a constant value. More importantly, an ADS is designed based on the DNSDF, which guarantees the stability of the controller when the input saturation and state constraints exist simultaneously, and avoids the chattering phenomenon of the train control input. The simulation results show that the trains can operate cooperatively at any initial speed within the speed limitations. In future, we will focus on the cooperative control of HSTs with communication delay, and the energy saving optimization cooperative control of HSTs.