Game Logic is an excellent setting to study proofs-about-programs via the interpretation of those proofs as programs, because constructive proofs for games correspond to effective winning strategies to follow in response to the opponent's actions. We thus develop Constructive Game Logic which extends Parikh's Game Logic (GL) with constructivity and with first-order programs a la Pratt's first-order dynamic logic (DL). Our major contributions include: 1) a novel realizability semantics capturing the adversarial dynamics of games, 2) a natural deduction calculus and operational semantics describing the computational meaning of strategies via proof-terms, and 3) theoretical results including soundness of the proof calculus w.r.t. realizabili...