Aiming at the problem of maneuverability limitation in the process of penetration and interception, a game trajectory optimization strategy solution based on adaptive dynamic programming was proposed under the condition of limited maneuverability. By establishing an affine nonlinear differential game model and considering the limited maneuverability, the performance index function of the control energy term with integral form was designed. The saddle point control strategy of the game was derived based on the differential game theory, and an evaluation network was designed based on the adaptive dynamic programming algorithm to approximate the solution of the differential game strategy. The weight adaptive updating law of the neural network was given and its stability was proved. Simulation results show that the proposed strategy solving method can achieve anti-interception effect and accurately strike enemy targets under the circumstance of limited maneuverability.