This study explores the collaborative transportation of tethered multi-rotor unmanned aerial vehicles system, particularly in the presence of mixed wind disturbances. The drag force and drag torque models for UAVs have been established. To enhance the effectiveness and reduce the likelihood of collisions between UAVs, the cooperative and competitive dynamics in the T-MRUAVs should be taken into consideration. Therefore, this research proposes a formation control strategy for outer-loop position control based on differential graphical games. A PID control method based on an extended state observer is proposed for inner-loop attitude control. Finally, simulation results validate the algorithm’s effectiveness.