Economic globalization and regional economic integration remain the trend in today’s world. Setting up the "China-ASEAN Free Trade Area" and “the Belt and Road” initiative indicate that China has already joined economic globalization and integration. In 2010, local governments of Guangdong, Hongkong, and Macao, first proposed the concept of "Guangdong-Hong Kong-Macao Greater Bay Area," This area consists of Pearl River Delta(Guangdong) and two special administrative regions(Hongkong, Macao) located in the southern gateway of China, to improve China's foreign development level and to boost economic growth of China.Research on regional economics has become mature, and there are many studies on regional economic integration, but it still needs to be improved.The traditional regional economic integration only noticed that the economic complementary nature and mutual benefits between the various regions may promote the trade between them, but ignored an important role of interest coordination in regional economic integration. Game theory as part of mainstream economics, it is the theory of conflict and cooperation between the rational decision-makers.Integration based on game theory in the Guangdong-Hong Kong-Macao Greater Bay Area will enrich the theory and methods of game theory, it also provides a theoretical reference for the further development and implementation of the Guangdong-Hong Kong-Macao Greater Bay Area integration.