The Great Game, alternatively known as The Grand Game or The Game of Gods, is a term used to refer to the relation between The Fears and humans. The ultimate goal or purpose of this game is unknown, but The Fears will commonly make or break alliances with one another to reach it. Certain Fears do not interfere with the Game much, if it at all. The Blind Man for example, prefers to act as an observer while The Empty City does not actively participate and instead serves as a neutral meeting ground for The Fears and their Servants. Out of all the Fears, The Archangel appears to take the most enjoyment in The Great Game. Humans are incapable of playing as they are in fact the pieces, being manipulated like one would manipulate the pieces of a chess or checkers board.
- The concept of the Great Game was inspired by the comic book series Fall of Cthulhu by Boom! Studios.