In this paper, a novel distributed H_∞ optimal tracking control scheme is designed for a class of physically interconnected large-scale nonlinear systems in the presence of strict-feedback form, external disturbance and saturating actuators. First, by designing feedforward control, the distributed H_∞ optimal tracking control problem of a physically interconnected large-scale system is transformed into equivalent control of a decoupled multiagent system. Subsequently, a feedback control algorithm is designed to learn the optimal control input and the worst-case disturbance policy. The algorithm guarantees that the function approximation error and the distributed tracking error are uniformly ultimately bounded while the cost function converges to the bounded L₂-gain optimal value. Finally, the effectiveness of the proposed scheme is demonstrated by simulation results of distributed control for the mobile multirobot system.