The graph coloring game is a famous two-player game (re)introduced by Bodlaender in $1991$. Given a graph $G$ and $k \in \mathbb{N}$, Alice and Bob alternately (starting with Alice) color an uncolored vertex with some color in $\{1,\cdots,k\}$ such that no two adjacent vertices receive a same color. If eventually all vertices are colored, then Alice wins and Bob wins otherwise. The game chromatic number $χ_g(G)$ is the smallest integer $k$ such that Alice has a winning strategy with $k$ colors in $G$. It has been recently (2020) shown that, given a graph $G$ and $k\in \mathbb{N}$, deciding whether $χ_g(G)\leq k$ is PSPACE-complete. Surprisingly, this parameter is not well understood even in ``simple" graph classes. Let $P_n$ denote the path with $n\geq 1$ vertices. For instance, in the case of Cartesian grids, it is easy to show that $χ_g(P_m \times P_n) \leq 5$ since $χ_g(G)\leq Δ+1$ for any graph $G$ with maximum degree $Δ$. However, the exact value is only known for small values of $m$, namely $χ_g(P_1\times P_n)=3$, $χ_g(P_2\times P_n)=4$ and $χ_g(P_3\times P_n) =4$ for $n\geq 4$ [Raspaud, Wu, 2009]. Here, we prove that, for every $n\geq 18$, $χ_g(P_4\times P_n) =4$.