Regarding range-extended missiles by pulse motor, in order to meet the needs of deciding optimal time for pulse engine ignition and the real-time generation of optimal overload commands, a nonlinear optimal guidance method is studied and a real-time generation method of optimal guidance commands is proposed in this research. First, a nonlinear optimal control problem model for the missile is established. Optimality conditions are then derived by fully differentiating the augmented objective function. Subsequently, a parameterized method which constructs a set of parameterized differential equations based on the optimality condition is proposed for the fast generation of pulse optimal trajectory datasets, allowing for generating datasets of optimal trajectories through numerical integration. Finally, based on the datasets containing the pulse engine optimal ignition timing and overload commands, feedforward neural networks are trained to decide the pulse engine optimal ignition time and generate the optimal overload commands in real time. Numerical simulations demonstrate that the proposed method can decide the pulse optimal ignition timing and generates the optimal overload commands within 1 ms. Moreover, the range of missile trajectory achieved is either superior to or comparable to that obtained through conventional optimization methods. Thus, this method has the capability of generating optimal guidance commands for range-extended missiles by pulse motor.