In this paper, the nonlinear H∞ guidance law design is proposed for the near space interceptor (NSI) based on Galerkin simultaneous policy update algorithm (GSPUA). Initially, the nonlinear H∞ guidance law design problem for the NSI is converted to solve the Hamilton-Jacobi-Isaacs (HJI) equation, which is notoriously difficult to solve both numerically and analytically. In the two-player zero-sum differential game theory, where the control player desires to minimize the cost function and the disturbance player desires to maximize it. Then, a simultaneous policy update algorithm (SPUA) is developed to solve the HJI equation, in which the control and disturbance policies are updated simultaneously. Furthermore, the SPUA is implemented based on the Galerkin's method, where the Lyapunov function equations (LFEs) in the iterative process of SPUA are solved. Finally, simulation results on the NSI demonstrate that the proposed nonlinear H∞ guidance law is effective.