This paper designs a novel adaptive robust optimal sliding mode control (SMC) strategy for constrained input missile system with uncertain input and unknown disturbance. First, a smooth function is employed to map the constrained input. Based on SMC theory, a fast adaptive SMC scheme is designed to reduce the effects of unknown input and approximate error which has two advantages. One is that the proposed scheme is independent of the uncertain information. The other is that the proposed scheme forces the states to converge with exponential rate as they are far away from the sliding mode surface, and the states move with linear rate when they are closed to the sliding mode surface. Then, a zero-sum differential games strategy-based adaptive dynamic programming (ADP) technique is employed to obtain the optimal performance of sliding mode dynamics system. The loop-system and estimation weight error can be proved stable by utilising Lyapunov theory. Finally, the missile autopilot system is used to indicate the effectiveness of the designed approach.