This work establishes a game-theoretic framework to study cross-layer coordinated attacks on cyber-physical systems (CPSs). The attacker can interfere with the physical process and launch jamming attacks on the communication channels simultaneously. At the same time, the defender can dodge the jamming by dispensing with observations. The generic framework captures a wide variety of classic attack models on CPSs. Leveraging dynamic programming techniques, we fully characterize the Subgame Perfect Equilibrium (SPE) control strategies. We also derive the SPE observation and jamming strategies and provide efficient computational methods to compute them. The results demonstrate that the physical and cyber attacks are coordinated and depend on each other.On the one hand, the control strategies are linear in the state estimate, and the estimate error caused by jamming attacks will induce performance degradation. On the other hand, the interactions between the attacker and the defender in the physical layer significantly impact the observation and jamming strategies. Numerical examples illustrate the inter-actions between the defender and the attacker through their observation and jamming strategies.