This paper studies a large class of two-player perfect-information turn-based parity games on infinite graphs, namely those generated by collapsible pushdown automata. The main motivation for studying these games comes from the connections from collapsible pushdown automata and higher-order recursion schemes, both models being equi-expressive for generating infinite trees. Our main result is to establish the decidability of such games and to provide an effective representation of the winning region as well as of a winning strategy. Thus, the results obtained here provide all necessary tools for an in-depth study of logical properties of trees generated by collapsible pushdown automata/recursion schemes.