This paper is concerned with the adaptive leader‐following consensus for first‐ and second‐order uncertain nonlinear multi‐agent systems (NMASs) with single‐ and double‐integrator leader, respectively. Remarkably, the control coefficients of the followers need not belong to any known finite interval, which makes the systems in question essentially different from those in the related works. Moreover, parameterized unknowns exist in the nonlinearities of the followers, and unknown control input is imposed on the leader, which make the problems difficult to solve. To compensate for these uncertainties/unknowns, the leader‐following consensus protocols are constructed by employing adaptive technique for the first‐order and the second‐order NMASs. Under the designed adaptive consensus protocols and the connected graph, the leader‐following consensus is achieved. Finally, two examples are given to show the effectiveness of the proposed leader‐following consensus protocols.