The objective of this paper is to investigate the consensus of the multi-agent systems with nonlinear coupling function and external disturbances. The disturbance includes two parts, one part is supposed to be generated by an exogenous system, which is not required to be neutrally stable as in the output regulation theory, the other part is the modeling uncertainty in the exogenous disturbance system. A novel composite disturbance observer based control (DOBC) and H∞ control scheme is presented so that the disturbance with the exogenous system can be estimated and compensated and the consensus of the multi-agent systems with fixed and switching graph can be reached by using H∞ control law. Simulations demonstrate the advantages of the proposed DOBC and H∞ control scheme.