To solve the issue that, in wireless resource competition, the environment information which gamers get in power game is asymmetric, a power game mechanism based on hidden Markov prediction was proposed. By establishing a Hidden Markov Prediction Model (HMPM), the proposed mechanism estimated whether competitors would take part in the game to improve the information accuracy of the game. Then, the predicted information was used to calculate the best transmission power via the cost function. The simulation results show that, compared with MAP (Maximum A Posteriori) method and NP (No Predicting) method, the power game model based on hidden Markov prediction can not only meet the target capacity, but also improve the power efficiency of the unauthorized users.