The consistently developing abilities of adversary's weapon systems have continued to initiate missile guidance design toward enhanced accuracy, high velocity interception and rapid maneuver capabilities. Both theory and extensive simulation studies indicate that classical guidance and optimal guidance methods cannot guarantee the terminal homing accuracy, which is required against a target with unpredictable maneuvers. This is because these two guidance laws operate on perfect knowledge of target maneuvers. The present work focuses on designing a nonlinear guidance law for missiles against maneuvering targets by utilizing H_8 control theory. The guidance problem is formulated as a nonlinear disturbance attenuation H_8 control problem where the target's accelerations are regarded as unpredictable disturbances. In H_8 guidance law, target acceleration is neither necessary, nor approximated. The objective of the control is to attenuate the influence of the target's maneuvers on guidance law performance.