To address the subjectivity of dense reward designs for the orbital pursuit-evasion game with multiple optimization objectives, this paper proposes the reinforcement learning method with a hierarchical network structure to guide game strategies under sparse rewards. Initially, to overcome the convergence challenges in the reinforcement learning training process under sparse rewards, a hierarchical network structure is proposed based on the hindsight experience replay. Subsequently, considering the strict constraints imposed by orbital dynamics on spacecraft state space, the reachable domain method is introduced to refine the subgoal space in the hierarchical network, further facilitating the achievement of subgoals. Finally, by adopting the centralized training-layered execution approach, a complete multi-agent reinforcement learning method with the hierarchical network structure is established, enabling networks at each level to learn effectively in parallel within sparse reward environments. Numerical simulations indicate that, under the single-agent reinforcement learning framework, the proposed method exhibits superior stability in the late training stage and enhances exploration efficiency in the early stage by 38.89% to 55.56% to the baseline method. Under the multi-agent reinforcement learning framework, as the relative distance decreases, the subgoals generated by the hierarchical network transition from long-term to short-term, aligning with human behavioral logic.