The frequent movement of nodes in cognitive radio mobile ad hoc networks (CRAHNs) causes challenges in scalability, stability, channel sensing and channel access problems that can be solved by using clustering technique. Game theory is a feasible approach to solve such problems by casting clustering problems as distributed optimization problems. The main contributions of this article are as follows. Firstly, we propose a minimum connected weighted inner edge spanning tree (MWIEST) game to find an approximate solution of a MWIEST problem in CRAHNs. In this game, a link-weight function of each link is designed based on a combination of link-stability and link-connectivity ratio functions. Secondly, we prove that the MWIEST game is an exact potential game that exists at least one Nash equilibrium ( NE ) point which is an approximate solution of the MWIEST problem. Besides, we also prove that best responses ( BR s) of the game converge to a NE in finite iterations. Thirdly, based on the MWIEST game, we propose four algorithms including the node information exchange (NIE), the best response selection (BRS), the intermediate nodes selection (INS) and the forming cluster (FC). Specifically, the algorithms NIE, BRS and INS provide a set of intermediate nodes (SetIN) which supports the FC algorithm to form clusters. Finally, we propose the game theory based clustering (GBC) protocol which is combination of the FC algorithm and the proposed cluster maintenance algorithm to construct high stable clusters supporting multicast routing in CRAHNs. Moreover, each obtained cluster includes most members having the same receiving channel which avoids the affected regions of licensed channels. For the performance evaluation, we implement the GBC protocol in OMNET++ platform to demonstrate its performance improvement over the state-of-the-art protocols in terms of network stability and control overheads.