Primary User Emulation (PUE) attack is a serious security problem in cognitive radio (CR) network. A PUE attacker emulates a primary signal during sensing duration in order the CR users not to use the spectrum. The PUE attacker is either selfish if it would like to take benefit of the spectrum, or malicious if it would like to do a Deny of Service of the CR network. In this paper, we only consider malicious PUE. We propose to perform sometimes an additional sensing step, called extra-sensing, in order to have a new opportunity to sense the channel and so to use it. Obviously the malicious PUE may still perform an attack during this extra-sensing. Therefore, our problem can be formulated as a zero-sum game to modeling and analyzing the strategies for two players. The equilibrium is expressed in closed-form. The results show that the benefit ratio and the probability of channel's availability strongly influence the equilibrium. Numerical results confirm our claims.