According to the pursuit-evasion characteristics between the ship, underwater interceptor and the incoming torpedo, an integrated guidance strategy for anti-torpedo torpedo interception based on cooperative defense engagement between underwater interceptor and the ship is proposed. Combining the pursuit relationship in combat and the line of sight guidance principle, the cooperative underwater interceptor attack constraints is established based on the tripartite game model. By taking the terminal miss distance and the minimum control energy as performance index, using the adjoint theory to solve the problem of terminal method, which can be applied to arbitrary order control, the zero effort miss is deduced. When the ship makes optimal evasion, underwater interceptor can achieve the accurate positioning of the torpedo by cooperative engagement and real successful intercept. Simulation results show that the integrated guidance strategy has strong robustness, under which can make underwater interceptor complete interception effectively with lower maneuve.