This paper proposes a novel hybrid data-driven modeling method for missiles. Based on actual flight test data, the missile hybrid model is established by combining neural networks and the mechanism modeling method, considering the uncertainties and nonlinear factors in missiles. This method can avoid the problems in missile mechanism modeling and traditional data-driven modeling, and can also provide a solution for nonlinear dynamic system modeling problems in offline usage scenarios. Finally, the feasibility of the proposed method and the credibility of the established model are verified by simulation experiments and statistical analysis.