It's not available in the UK yet but it's already topped the gaming charts in the US.
Players can search for on screen characters in real-world locations.
Nintendo's shares jumped 24 and a half percent in Tokyo, their biggest gain since 1983.
Meanwhile, health warnings have been issued about the new 'Pokémon Go' game that seems to be taking over the world.
The 'augmented reality' game allows users to search the real world for Pokémon characters and Pokeballs using your smart phone.
But ankle injuries, mishaps with revolving doors, and walking into trees have been reported, causing injuries for players.
Police in Australia are asking players to stop waltzing into the station, as is advised in the game, saying you can earn your Pokeball without actually coming in.
