This paper proposes a dynamic game-based maintenance scheduling mechanism for the asset owners of the natural gas grid and the power grid by using a bilevel approach. In the upper level, the asset owners of the natural gas grid and the power grid schedule maintenance to maximize their own revenues. This level is modeled as a dynamic game problem, which is solved by the backward induction algorithm. In the lower level, the independent system operator (ISO) dispatches the system to minimize the loss of power load and natural gas load in consideration of the system operating conditions under maintenance plans from the asset owners in the upper level. This is modeled as a mixed integer linear programming problem. For the model of the natural gas grid, a piecewise linear approximation associated with the big-M approach is used to transform the original nonlinear model into the mixed integer linear model. Numerical tests on a 6-bus system with a 4-node gas grid show the effectiveness of the proposed model.