It has been well recognized that channel state information (CSI) feedback is of great importance for downlink transmissions of closed-loop wireless networks. However, the existing work typically researched the CSI feedback problem for each individual mobile station (MS), and thus, cannot efficiently model the interactions among self-interested mobile users in the network level. To this end, in this paper, we propose an alternative approach to investigate the CSI feedback-rate control problem in the analytical setting of a game theoretic framework, in which a multiple-antenna base station (BS) communicates with a number of co-channel MSs through linear precoder. Specifically, we first present a non-cooperative feedback-rate control game (NFC), in which each MS selects the feedback-rate to maximize its performance in a distributed way. To improve efficiency from a social optimum point of view, we then introduce pricing, called the non-cooperative feedback-rate control game with price (NFCP). The game utility is defined as the performance gain by CSI feedback minus the price as a linear function of the CSI feedback-rate. The existence of the Nash equilibrium of such games is investigated, and two types of feedback protocols (FDMA and CSMA) are studied. Simulation results show that by adjusting the pricing factor, the distributed NFCP game results in close optimal performance compared with that of the centralized scheme.