GTA 5 is #1 but what are the most expensive video games of all time With a rumoured budget of $265 million (that's £170m), Grand Theft Auto 5 is set to be the most expensive videogame ever made. Analysts are suggesting that this budget might be close to a 50/50 split between production and marketing, but others are less surprised. The games industry is increasingly geared towards producing blockbuster titles with budgets to rival (and beat) Hollywood and here's a list to prove it: the most expensive videogames of all time.