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To address the tracking control problem of heavy-haul trains (HHTs) with input saturation during operation, an anti-saturation sliding mode (SMES) control method based on dynamic auxiliary compensator (DAC) is presented. Firstly, an HHT model with nonlinear coupling and uncertain disturbances is built. Secondly, a new type of DAC is introduced to overcome the difficulty of traditional dynamic auxiliary compensator (TDAC) with a large upper bound on the compensation signal. Finally, an anti-saturation SMES control algorithm is designed to reduce the influence of input saturation on the tracking accuracy of each carriage. Simulation results verify the effectiveness of the algorithm in terms of tracking accuracy, anti-interference, and anti-saturation.