The well-known ant colony optimisation (ACO) meta-heuristic is applied to optimise the parameters of a new fuzzy command to line-of-sight (CLOS) guidance law. The new guidance scheme includes two phases, a midcourse and a terminal phase. In the first phase, a lead strategy is utilised which reduces the acceleration demands. A proportional derivative (PD) fuzzy sliding mode controller is used as the main tracking controller of the first phase. Moreover, a supervisory controller is coupled with the main tracking controller to guarantee the missile flight within the beam. In the terminal phase, a pure CLOS guidance law without lead angle is utilised. For this phase, a new hybrid fuzzy proportional-integral-derivative (PID) fuzzy sliding mode controller is proposed as a high precision tracking controller. The parameters of the proposed controllers for the first and the second phases are optimised using ACO. In this regard, the recently developed continuous ant colony system (CACS) algorithm is extended to multi-objective optimisation problems and utilised to optimise the parameters of the pre-constructed fuzzy controllers. The performance of the resulting guidance law is evaluated at different engagement scenarios and compared with the well-known feedback linearisation method. The comparison is also made in the presence of measurement noise.