In contemporary society, with the continuous development of social economy, the financial industry has also made considerable progress. As one of the three pillars of the financial industry, banks will inevitably affect the development of the entire social economy while developing and improving. The global financial crisis that broke out in September 2008 has had a profound impact on the entire world economy. A bank run occurs when a large number of people withdraw cash from a bank, and the bank reserves are insufficient to pay them, resulting in a cash shortage. The research results show that the sources of funds and investment directions of banks are related to bank runs. Banks must appropriately diversify their sources of funds and investment, and pay attention to good operating performance, so as to make people believe in repayment ability. It is of great significance for the stability and development of the financial market to use the game model to understand the causes of bank runs, analyze the relationship between bank depositors and find out the correct countermeasures.