This paper introduces a receding horizon control scheme for obtaining near-optimal controls in a feedback form for an aircraft trying to avoid a closing air-to-air missile. The vehicles are modeled as point masses. Rotation kinematics of the aircraft are taken into account by limiting the pitch and roll rates as well as the angular accelerations of the angle of attack and the bank angle. The missile uses proportional navigation and it has a boost-sustain propulsion system. In the proposed scheme, the optimal controls of the aircraft over a short planning horizon are solved online by the direct shooting method at each decision instant. Thereafter, the state of the system is updated by using only the first controls in the sequence, and the process is repeated. The performance measure defining the objective of the aircraft can be chosen freely. In this paper, six performance measures consisting of the capture time, closing velocity, miss distance, gimbal angle, tracking rate, and control effort of the missile are considered. The quality of the receding horizon solutions computed by the scheme is validated by comparing them to the off-line computed optimal open-loop solutions.