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This article investigates the zero-sum game-based secure control problem for cyber–physical systems (CPS) under the actuator false data injection attacks. The physical process is described as a linear time-invariant discrete-time model. Both the process noise and the measurement noise are addressed in the design process. An optimal Kalman filter is given to estimate the system states. The adversary and the defender are modeled as two players. Under the zero-sum game framework, an optimal infinite-horizon quadratic cost function is defined. Employing the dynamic programming approach, the optimal defending policy and the attack policy are derived. The convergence of the cost function is proved. Moreover, the critical attack probability is derived, beyond which the cost cannot be bounded. Finally, simulation results are provided to validate the proposed secure scheme.