Game engines are gaining increasing popularity in various computational research areas, and in particular in the context of Multi-Agent Systems (MAS)—for instance, to render augmented reality environments, improve immersive simulation infrastructures, and so on. Existing examples of successful integration between game engines and MAS still focus on specific technology-level goals, rather than on shaping a general-purpose game-based agent-oriented infrastructure. In this roadmap paper, we point out the conceptual issues to be faced to exploit game engines as agent-oriented infrastructures, and outline a possible research roadmap to follow, backed up by some early experiments involving the Unity3D engine.