We analyse different Bayesian games where payoffs of players depend on the types of players involved in a two-player game. The dependence is assumed to commensurate with the CHSH game setting. For this, we consider two different types of each player (Alice and Bob) in the game, thus resulting in four different games clubbed together as one Bayesian game. Considering different combinations of common interest, and conflicting interest coordination and anti-coordination games, we find that quantum strategies are always preferred over classical strategies if the shared resource is a pure non-maximally entangled state. However, when the shared resource is a class of mixed state, then quantum strategies are useful only for a given range of the state parameter. Surprisingly, when all conflicting interest games (Battle of the Sexes game and Chicken game) are merged into the Bayesian game picture, then the best strategy for Alice and Bob is to share a set of non-maximally entangled pure states. We demonstrate that this set not only gives higher payoff than any classical strategy, but also outperforms a maximally entangled pure Bell state, mixed Werner states, and Horodecki states. We further propose the representation of a special class of Bell inequality-tilted Bell inequality, as a common as well as conflicting interest Bayesian game. We thereafter, study the effect of sharing an arbitrary two-qubit pure state and a class of mixed state as quantum resource in those games; thus verifying that non-maximally entangled states with high randomness help attain maximum quantum benefit. Additionally, we propose a general framework of a two-player Bayesian game for d-dimensions Bell-CHSH inequality, with and without the tilt factor. © Rinton Press.