As the main member of closed-loop supply chain, the enterprises always consider optimizing supply chain from the angles of pricing and channel while ignoring the role of advertising in the supply chain. In order to study pricing decision and advertising coordinate strategy, we divided the closed-loop supply chain into four cases including manufacture recycling advertising, retailer recycling advertising, manufacture recycling retailer advertising and manufacture advertising retailer recycling. With the impact of advertising for market demand and recycling, by using the game theory, we established four mathematical models, the results show that the retailer recycling advertising mode is the most advantageous for the closed-loop supply chain, compared with the other three modes, we found that when retailer responsible for recycling and advertising, thought the advertisement costs is highest, but the demand, profits of retailer and manufacture, recycling rate are also the highest.