Two-person zero-sum games with fuzzy payoffs are investigated on credibility space. In other word, this paper introduces the credibility measures and presents the credibility space based on it. Then, some basic characteristics of fuzzy events were given in the credibility space and the expected value of the fuzzy variables is propoed based on the credibility measures. Last, the expected model of two-person zero-sum games with fuzzy payoffs is established and the expected value Nash equilibrium strategy of the fuzzy game is given.