Reinforcement learning is generating considerable interest in terms of building guidance law and solving optimization problems that were previously difficult to solve. Since reinforcement learning-based guidance laws often show better robustness than a previously optimized algorithm, several studies have been carried out on the subject. This paper presents a new approach to training missile guidance law by reinforcement learning and introducing some notable characteristics. The novel missile guidance law shows better robustness to the controller-model compared to the proportional navigation guidance. The neural network in this paper has identical inputs with proportional navigation guidance, which makes the comparison fair, distinguishing it from other research. The proposed guidance law will be compared to the proportional navigation guidance, which is widely known as quasi-optimal of missile guidance law. Our work aims to find effective missile training methods through reinforcement learning, and how better the new method is. Additionally, with the derived policy, we contemplated which is better, and in which circumstances it is better. A novel methodology for the training will be proposed first, and the performance comparison results will be continued therefrom.