The rapid development of the anti-missile weapon technology brings new challenges to the cooperative penetration strategy solution and the guidance law design for Hypersonic Vehicles (HVs). This paper studies the coordinated game penetration guidance problem for multiple hypersonic vehicles faced with space threat areas. A scheme for seeking cooperative game penetration guidance strategy under safety critical control framework is presented. In this scheme, a multi-HV cooperative game model is proposed in a minimum optimization form which can simplify the solving process and accelerate the computing speed. Then, a second-order control barrier function is developed to transform the implicit nonlinear constraints of the proposed model into linear ones. In order to obtain better performance of guidance strategy, a composite guidance law under the safety critical control framework is presented to allocate guidance strategies appropriately in the whole process. It is shown that the proposed scheme can guarantee successful penetration while avoiding threat areas. Finally, a comparative simulation with a two-on-three game is conducted to verify the effectiveness of the proposed method.