Account compromise can occur frequently in popular Massively Multiplayer Online Role-playing Games(MMORPGs) to gain easy profits and in extreme scenarios, it can lead to gold farming in the real world. Despite security concerns over compromised accounts in MMORPGs, few attempts have been made towards deeper exploration of the problem. Previous research has studied only the classification of cheating in online games. This paper describes a p-value based change point detection model for detecting compromised accounts in online games based on user behavior analysis. We evaluated the proposed model on real gaming datasets with ground truth. Experiment results demonstrate that our model is able to discover important features to detect compromised account.