On November, 11th, 1630, Queen Marie de’ Medici demanded, in vain, that her son, King Louis XIII, dismiss Richelieu as Principal Minister. Historians agree that this crisis known as the Journée des Dupes (the Day of the Dupes) was the true founda-tion stone of French “absolutism”, but they disagree about whether the decision made by the Queen was rational. We analyze the historical setting of the crisis from a game theory viewpoint where the King and the Queen are two players. We consider two as-sumptions regarding the King and the Queen’s cognitive skills. On the one hand, we assume that both the King and the Queen are perfectly rational. On the other hand, we assume that they both have limited cognitive skills (that is, they are level-k play-ers). In this last case we propose a definition of naivety and we provide necessary and sufficient conditions for the Queen to be naive. We then study the Nash equilibrium when both the King and the Queen are perfectly rational as well as the behavioral theoretical solution of the game when they have limited cognitive skills. We rely on this study to propose an analytical narrative of the Journées des Dupes. We conclude that what we know of the historical facts does not allow us to reject the assumption that the Queen was perfectly rational, or, if she was not, that she had not been naive.