We study the positional game where two players, Maker and Breaker, alternately select respectively $1$ and $b$ previously unclaimed edges of $K_n$. Maker wins if she succeeds in claiming all edges of some odd cycle in $K_n$ and Breaker wins otherwise. Improving on a result of Bednarska and Pikhurko, we show that Maker wins the odd cycle game if $b \leq ((4 - \sqrt{6})/5 + o(1)) n$. We furthermore introduce "connected rules" and study the odd cycle game under them, both in the Maker-Breaker as well as in the Client-Waiter variant.