This　paper　considers　a　variant　of　the　classical　facility　location　game　called　the　uncapacitated　facility　location　game　with　penalties　(UFLGWP).　Unlike　the　standard　UFLG,　each　client　in　the　UFLGWP　is　either　assigned　to　an　open　facility　or　rejected　by　paying　a　penalty.　The　authors　propose　a　3-approximate　cross-monotonic　cost-sharing　method　for　the　UFLGWP.