The optimum design of midcourse guidance law for air-to-air missiles was researched based on Gauss Pseudospectral Method (GPM). The optimal control model for midcourse guidance law of air-to-air missiles was established, the idea to design optimal midcourse guidance law with GPM was proposed, the solving process was described in detail, and effectivity of the proposed method was verified with simulation cases. Simulation results show that GPM is dominant in performance index, computation accuracy and computation efficiency, compared with the traditional methods, such as proportional navigation and shooting method, and the computation accuracy and computation efficiency of GPM are determined by the number of collocation nodes. The above all can provide theoretical reference for research of midcourse guidance law for air-to-air missiles.