This paper analyzes the government's disclosure strategies for critical infrastructure against potential terror attacks. Any event that disrupts the functioning of critical infrastructure such as power plants, airports, and water management systems will have a major impact on the society. As such, it is very important for the government to protect such infrastructure from threats by establishing proper disclosure strategies. The government usually finds it difficult to accurately assess the terror risk because the government does not have sufficient information about the terrorists' capabilities and motives. Therefore, implementation of an anti-terrorism policy depends on the government's subjective decision. Considering this, the paper formulates the game between the government and the terrorists as a subjective game. It is found that the government's disclosure of the implementation of counter-terrorism measures increases the government's subjective utility, but does not necessarily lead to an increment in the government's objective utility.