This paper considers a cyber-physical system (CPS) under denial-of-service (DoS) attacks. The measurements of a sensor are transmitted to a remote estimator over a multi-channel network, which may be congested by a malicious attacker. Among these multiple communication paths with different characteristics and properties at each time step, the sensor needs to choose a single channel for sending data packets while reducing the probability of being attacked. In the meanwhile, the attacker needs to decide the target channel to jam under an energy budget constraint. To model this interactive decision-making process between the two sides, we formulate a two-player zero-sum stochastic game framework. A Nash Q-learning algorithm is proposed to tackle the computation complexity when solving the optimal strategies for both players. Numerical examples are provided to illustrate the obtained results.