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Solid rocket motors expect to remove the thrust termination mechanism to increase the strength of structure and reduce the cost, which induce new difficulties and challenges to ascent guidance. This paper presents an ascent guidance algorithm for small solid launch vehicles (SSLVs) which shut off by fuel exhaustion. A pointing algorithm is tailored for the baseline guidance algorithm of SSLVs with constraints of the velocity vectors and the position vectors. Subsequently, an energy management technique is developed for dissipating the extra energy that the solid rockets have when shutting off by fuel exhaustion. The energy management technique primarily allocates the energy to different sub-stages, while an attitude control energy management method is applied to the dissipation of the excess energy at one stage. Finally, the proposed guidance algorithm is verified by Monte Carlo simulations in which the dispersions of vehicle mass, operation temperature of motors and aerodynamic coefficient as well as random wind shear are considered. The testing results demonstrate the capability, strong robustness and excellent performance of the proposed guidance algorithm.