The security problem of cyber-physical systems (CPSs) under the injection attack is investigated in this chapter. The FDI attack strategies based on the game approach are proposed, which make the attacker consume less energy and more difficult to defend. In addition, the constraint of the limited attack resources is considered. Noted that the attacker and the defender are antagonistic in this chapter, the framework of a zero-sum game is used to describe this relation, and a finite-horizon quadratic cost function is also defined. The objective of this chapter is to find an appropriate offensive and defensive strategy to optimize this function. Different from the existing games, the upper bound on the energy consumption of each attack is considered. Pontryagin’s maximum principle and saturation equivalent approach are used to solve this game problem. Thus, the optimal offensive and defensive strategy can be derived. Finally, a numerical simulation and a physical experiment with the wheeled mobile robot (WMR) validate the effectiveness of the proposed schemes.