As for the multi-attribute decision-making problem, most common methods used based on AHP are imprecise and complicated for taking weights of indices into account. The paper introduces game theory avoiding the discussion of weights which are inevitable in the normal decision-making model like AHP, DEA, and ANP, FUZZY and so on. Then it combines grey theory to establish a grey game theory model to solve the multi-attribute decision. Analyzing the corresponding theory of the grey game theory, it transforms the model into grey linear programming and gives the answer with mixed strategy which can be validated when iterated elimination of strictly dominated strategy fails. At last, it verifies the feasibility of the model with the given example.