It is of great significance to reasonably distribute the slung load to each helicopter while considering difference in power consumption, relative position and interaction comprehensively. Therefore, the load distribution strategy based on power consumption and robust adaptive game control is proposed in this paper. The study is on a “2-lead” multi-lift system of four tandem helicopters carrying a load cooperatively. First, based on the hierarchical control, the load distribution problem is divided into two parts: the calculation of expected cable force and the calculation of the anti-disturbance cable force. Then, aimed at minimizing the maximum equivalent power of helicopter, an optimization problem is set up to calculate the expected cable force. Specially, the agent power model is trained by BP neural network, the safe distance constraint between helicopters is set to 2.5 rotor diameters to reduce aerodynamic interference, and the helicopters with different performance can be considered by introducing the equivalent power factor into the objective function. Next, considering the difference and interaction between helicopters, the robust adaptive differential game control is proposed to calculate the anti-disturbance cable force. Particularly, to solve the coupled Hamiltonian equations, an adaptive solving method for value function is proposed, and its stability is proved in the sense of Lyapunov. The simulation results indicate that the proposed load distribution method based on power consumption is applicable to the entire flight trajectory even there are differences between helicopters. The game control can consider interaction between helicopters, can deal with different objective functions, and has strong robustness and small steady-state error. Based on the entire strategy, the cable force can be reasonably allocated so as to resist disturbance and improve the flight performance of the whole system.