The safety problem of aircraft that encounters wind shear during the final approach flight phase is addressed using a game theoretic approach. The game consists of two players, an aircraft and wind shear. The control scheme is composed of non-cooperative game between players. In the game, aircraft tries to fly to avoid crashing to ground and down burst attempts to force the aircraft to crash. A new control strategy based on nonlinear receding horizon control is applied to the game. It is shown by simulation that this control strategy is effective against wind shear.