To improve the safety and efficiency of the intelligent transportation system, particularly in complex urban scenarios, in this paper a game theoretic decision-making framework is designed for connected automated vehicles (CAVs) at unsignalized roundabouts considering their personalized driving behaviours. Within the decision-making framework, a motion prediction module is designed and optimized using model predictive control (MPC) to enhance the effectiveness and accuracy of the decision-making algorithm. Besides, the payoff function of decision making is defined with the consideration of vehicle safety, ride comfort and travel efficiency. Additionally, the constraints of the decision-making problem are constructed. Based on the established decision-making model, Stackelberg game and grand coalition game approaches are adopted to address the decision making of CAVs at an unsignalized roundabout. Three testing cases considering personalized driving behaviours are carried out to verify the performance of the developed decision-making algorithms. The testing results show that the proposed game theoretic decision-making framework is able to make safe and reasonable decisions for CAVs in the complex urban scenarios, validating its feasibility and effectiveness. Stackelberg game approach shows its advantage in guaranteeing personalized driving objectives of individuals, while the grand coalition game approach is advantageous regarding the efficiency improvement of the transportation system.