Abstract: Autonomous intelligent decisio n-making is a core technique of future unmanned system development, and game-theoretic learning is one of the key methods to realize autonomous intelligent decision-making. The rapid development field of the distributed learning for multi-agent games is centered on, a systematic introduction of its basic problems, research background and significance is performed. Then, regarding to two typical classes of games, including continuous action space games and discrete action space games, the recent construction and convergence research progresses of the distributed game-theoretic learning algorithms are overviewed. Finally, several challenging problems to be broken through in the future game-theoretic learning field are pointed out.