The threat sequencing of multiple unmanned combat air vehicles (UCAVs) is a multi-attribute decision-making (MADM) problem. In the threat sequencing process of multiple UCAVs, due to the strong confrontation and high dynamics of the air combat environment, the weight coefficients of the threat indicators are usually time-varying. Moreover, the air combat data is difficult to be obtained accurately. In this study, a threat sequencing method of multiple UCAVs is proposed based on game theory by considering the incomplete information. Firstly, a zero-sum game model of decision maker ( <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$\mathcal{D}$</tex> ) and nature ( <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$\mathcal{N}$</tex> ) with fuzzy payoffs is established to obtain the uncertain parameters which are the weight coefficient parameters of the threat indicators and the interval parameters of the threat matrix. Then, the established zero-sum game with fuzzy payoffs is transformed into a zero-sum game with crisp payoffs (matrix game) to solve. Moreover, a decision rule is addressed for the threat sequencing problem of multiple UCAVs based on the obtained uncertain parameters. Finally, numerical simulation results are presented to show the effectiveness of the proposed approach.