Based on the idea of zeroing the line of sight rate (LOSR), a novel nonlinear differential geometric (DG) law for intercepting the agile target is proposed. In the first part, the DG formulations are utilized to describe the relatively kinematics model of missile and target, and the nonlinear DG guidance (DGG) law is proposed based on the nonlinear control theory to eliminate the influence brought by target. Further, the missile guidance commands are derived to overcome the information loss caused by decoupling condition, the new necessary initial condition is developed to guarantee capture the agile target. Then, the designed nonlinear DGG commands are transformed from an arc-length system to the time domain. A desirable aspect of the designed guidance law is that it does not require rigorous information about target acceleration. Representative numerical results show that the designed guidance law obtain a better performance than the traditional DGG law for agile target.