The Computer Generated Force (CGF) system was introduced and the model structure of CGF system was discussed. The entities' model of missile was designed, it includes operator model and mobile controller and dynamic model of missile, different missile can be simulated by given different parameters of performance with the model. The behavior modeling based on Finite State Machine of CGF was studied, it could generate targeted behavior to the changing situation of combat environment. The simulation results show that the modeling method is reasonable and valid.