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Nonlocality enables two parties to win specific games with probabilities strictly higher than allowed by any classical theory. Nevertheless, all known such examples consider games where the two parties have a common interest, since they jointly win or lose the game. The main question we ask here is whether the nonlocal feature of quantum mechanics can offer an advantage in a scenario where the two parties have conflicting interests. We answer this in the affirmative by presenting a simple conflicting interest game, where quantum strategies outperform classical ones. Moreover, we show that our game has a fair quantum equilibrium with higher payoffs for both players than in any fair classical equilibrium. Finally, we play the game using a commercial entangled photon source and demonstrate experimentally the quantum advantage.