Computational intelligence is a powerful tool for game development. In this paper, an algorithm of playing the game Tic-Tac-Toe with computational intelligence is developed. This algorithm is learned by a Neural Network with Double Transfer functions (NNDTF), which is trained by genetic algorithm (GA). In the NNDTF, the neuron has two transfer functions and exhibits a node-to-node relationship in the hidden layer that enhances the learning ability of the net-work. A Tic-Tac-Toe game is used to show that the NNDTF provide a better performance than the traditional neural network does.