Video game genre classification based on its cover and textual description would be utterly beneficial to many modern identification, collocation, and retrieval systems. At the same time, it is also an extremely challenging task due to the following reasons: First, there exists a wide variety of video game genres, many of which are not concretely defined. Second, video game covers vary in many different ways such as colors, styles, textual information, etc, even for games of the same genre. Third, cover designs and textual descriptions may vary due to many external factors such as country, culture, target reader populations, etc. With the growing competitiveness in the video game industry, the cover designers and typographers push the cover designs to its limit in the hope of attracting sales. The computer-based automatic video game genre classification systems become a particularly exciting research topic in recent years. In this paper, we propose a multi-modal deep learning framework to solve this problem. The contribution of this paper is four-fold. First, we compiles a large dataset consisting of 50,000 video games from 21 genres made of cover images, description text, and title text and the genre information. Second, image-based and text-based, state-of-the-art models are evaluated thoroughly for the task of genre classification for video games. Third, we developed an efficient and salable multi-modal framework based on both images and texts. Fourth, a thorough analysis of the experimental results is given and future works to improve the performance is suggested. The results show that the multi-modal framework outperforms the current state-of-the-art image-based or text-based models. Several challenges are outlined for this task. More efforts and resources are needed for this classification task in order to reach a satisfactory level.