In the process of missile design, the aerodynamic characteristics of missile as an important factor directly affect the dynamic quality of missile flight. In the case of severe nonlinearity of aerodynamic characteristics in subsonic and transonic regions, the aerodynamic calculation accuracy provided by engineering estimation and CFD numerical calculation method is limited, which leads to low identification accuracy of rudder efficiency characteristics. It is necessary to calculate aerodynamic parameters accurately by wind tunnel test method to determine the rudder efficiency of missiles. In this paper, the influence of Mach number of missile flight on aerodynamic characteristics of missile in subsonic and transonic speed is studied by means of wind tunnel test method. The results show that the aerodynamic characteristics of the missile are basically the same at subsonic speed, and there are drastic non-linear changes at transonic speed. The pitch rudder efficiency of the missile increases first and then decreases, while the roll rudder efficiency decreases first and then increases. The conclusion has reference value for the design of missile control law and the subsequent development of engineering models.