In this survey, we review the existing game-theoretic approaches for cyber security and privacy issues, categorizing their application into two classes, security and privacy. To show how game theory is utilized in cyberspace security and privacy, we select research regarding three main applications: cyber-physical security, communication security, and privacy. We present game models, features, and solutions of the selected works and describe their advantages and limitations from design to implementation of the defense mechanisms. We also identify some emerging trends and topics for future research. This survey not only demonstrates how to employ game-theoretic approaches to security and privacy but also encourages researchers to employ game theory to establish a comprehensive understanding of emerging security and privacy problems in cyberspace and potential solutions.