This paper addresses the consensus protocol design problem for linear multi-agent systems with input saturation. Existing consensus protocols usually contain certain global information, such as network size or the spectrum of the Laplacian matrix, and this global knowledge is often unavailable to all agents. In this paper, based on only the agent dynamics and the relative states of neighbouring agents, a novel adaptive consensus protocol is designed by assigning a time-varying coupling weight to each node. This protocol has two advantages: it is independent of any global information, and hence is fully distributed; and it is implemented by actuators with input saturation constraints. By combining the low-gain feedback method and appropriate Lyapunov techniques, it is shown that our protocol can achieve the semi-global consensus tracking in a fully distributed fashion, under the mild assumptions on agent dynamics and the topology graph. The results are illustrated by numerical simulations