This paper presents the results synthesis of an optimal guidance law for air-to-air missiles (AAM) to intercept separating targets at a long distance. Based on the optimal filtering theory, this proposed guidance law allows interceptor missiles to distinguish each target in a group according to the Doppler frequency of each target and guides the missile to a selected target in the group. The simulation results have proved that the proposed guidance law is highly effective when intercepting a separating target, one of the particularly dangerous types of targets.