ABSTRACT Maintaining an appropriate distance between trains is key to the normal operation of multiple trains in the virtual coupling mode. However, owing to physical limitations, the saturation of the control system is prone to occur during actual train operations, which makes it difficult to maintain a safe distance between adjacent trains when the speed changes. An anti‐saturation sliding mode control algorithm for multiple virtually coupled trains was proposed to address this issue. First, according to the virtual coupling dynamics model of multiple heavy‐haul trains (HHTs), an improved finite‐time anti‐windup compensator (FAWC) suitable for the train model was designed such that the compensation factor rapidly converged within a finite time. Second, the FAWC was introduced into the controller to suppress the input saturation phenomenon of trains. Then, a finite‐time dual anti‐saturation sliding mode controller (FDA‐SMC) was constructed based on the barrier Lyapunov function in combination with the sliding mode algorithm against input constraints to suppress the impact of input and output saturation on the tracking accuracy for the relative position between adjacent HHTs. The stability of the closed‐loop system was verified using the Lyapunov stability theory. Finally, the simulation and experimental results showed that the proposed algorithm demonstrated advantages in terms of anti‐saturation performance and maintained a safe distance between adjacent HHTs.