In this paper, the problem of intercepting a maneuvering target is formulated as a two-player zero-sum differential game framework affected by matched uncertainties. By introducing an appropriate cost function that reflects the uncertainties, the robust control is transformed into a two-player zero-sum differential game control problem and therefore ensures the compensation of the matched uncertainties. Additionally, the corresponding Hamilton-Jacobi-Isaacs (HJI) equation is solved by constructing a critic neural network (NN). The closed-loop system and the critic NN weight estimation error are proved to be uniform ultimate boundedness (UUB) by utilising Lyapunov approach. Finally, the effectiveness of the proposed robust guidance law is demonstrated by using a nonlinear two-dimensional kinematics, assuming first-order dynamics for the interceptor and the target.