In recent years, most of the applications in game theory have been developed based on the theory of fuzzy sets. But the inadequacy of the parameterization tool in fuzzy set theory leads to difficulties for decision making in the game theory. Soft sets were introduced by Molodtsov to overcome this problem in fuzzy sets and it was illustrated by him. Choice functions play an important role in game theory. Soft set theory gives an opportunity to construct new mathematical tool which keeps all good sides of choice function and eliminates its drawbacks. Also, decision making is an integral part of games and many researchers have applied soft set theory in decision making. In this chapter, the authors describe all these and propose some important improvements leading to better deals in game environments.