In this paper, we define a cyber deception game between the Advanced Metering Infrastructure (AMI) network administrator (henceforth, defender) and attacker. The defender decides to install between a low-interaction honeypot, high-interaction honeypot, and a real system with no honeypot. The attacker decides on whether or not to attack the system given her belief about the type of device she is facing. We model this interaction as a Bayesian game with complete but imperfect information. The choice of honeypot type is private information and characterizes the essence and objective of the defender i.e., the degree of deception and amount of threat intelligence. We study the players’ equilibrium strategies and provide numerical illustrations. The work presented in this paper has been motivated by the H2020 SPEAR project which investigates the implementation of honeypots in smart grid infrastructures to: (i) contribute towards creating attack data sets for training a SIEM (Security Information and Event Management) and (ii) to support post-incident forensics analysis by having recorded a collection of evidence regarding an attacker’s actions.