perhaps you are referring to a new motherboard. and what games really requires is Graphic card. if you only want to upgrade just for bad company E8400 is fine enough. but if you have the budget i'll for Q9400...
Even the E8400 would report a non official support as the board launched with support for CPU's with max FSB 1066 MHz.. The later CPU's Have a 1333 MHz FSB and the BIOS revision makes the CPU workable in the motherboard.. I am not sure about the non official term here.. May be they did not test it with that BIOS.. Anyway, i think it will work and that you can definitely put in the Q9400..
I have E4300 and want to upgrade to Q9400, the support cpu list indicates that it is F14 Non official support - is it an option or should I get E8400. My reason is Bad Company 2
I dont know about gigabyte but asus's p965 motherboards all supported all the processors except the 1600fsb ones, like the qx9770 & qx 9775. so i think the chipset has the capabilities to run these processors and thus, i think your board will support them too as asus and gigabyte are known to have a good range of support for newer technologies. Hope I helped.