The prediction problem of network security should be studied facing the Massive malicious attacks, the information should be alarmed in time, then the network security can be ensured. The network security situation prediction is necessary to ensure safety of network, therefore the Markov game theory is applied in predicting the network security situation. Firstly, the network security situation prediction model is constructed based on coarse grained treatment. Secondly, the prediction model of network security situation based on Markov game theory is established, the basic procedure of network security situation prediction is established. Finally, the simulation of network security situation based on Markov game is carried out, and results show that the Markov game theory is an effective method for predicting the network security situation.