In this paper, a game optimal receding horizon guidance law (GRHG) is proposed, which does not use information of the time-to-go and target maneuvers. It is shown that by adjusting design parameters appropriately, the proposed GRHG is identical to the existing receding horizon guidance law (RHG), which can intercept the target by keeping the relative vertical separation less than the given value, within which the warhead of the missile is detonated, after the appropriately selected time in the presence of arbitrary target maneuvers and initial relative vertical separation rates between the target and missile. Through a simulation study, the performance of the GRHG is illustrated and compared with that of the existing optimal guidance law (OGL).