To enhance the performance of anti-ship missiles cooperative attack, this paper proposes a finite-time trajectory shaping-based cooperative guidance law (TSCGL). Firstly, the cooperative guidance model is established on segmented linearisation of the missile’s heading angle. Then, a trajectory shaping guidance law for a single missile is derived by a weighted optimal energy cost function and Schwarz inequality. On this basis, a finite-time TSCGL is proposed combined with trajectory shaping technology and finite-time theory. The desirable finite-time convergence performance can ensure a simultaneous attack. Through an improved method of time-to-go estimation, it is independent of small-angle assumption and relaxes the launching conditions of the missiles. Additionally, the proposed finite-time TSCGL can achieve better damage performance through energy management. Finally, simulation results demonstrate the effectiveness and superiority of the proposed finite-time TSCGL.