A Physical Unclonable Function (PUF) is a device with unique behaviour that is hard to clone hence providing a secure fingerprint. A variety of PUF structures and PUF-based applications have been explored theoretically as well as being implemented in practical settings. Recently, the inherent unclonability of quantum states has been exploited to derive the quantum analogue of PUF as well as new proposals for the implementation of PUF. We present the first comprehensive study of quantum Physical Unclonable Functions (qPUFs) with quantum cryptographic tools. We formally define qPUFs, encapsulating all requirements of classical PUFs as well as introducing a new testability feature inherent to the quantum setting only. We use a quantum game-based framework to define different levels of security for qPUFs: quantum exponential unforgeability, quantum existential unforgeability and quantum selective unforgeability. We introduce a new quantum attack technique based on the universal quantum emulator algorithm of Marvin and Lloyd to prove no qPUF can provide quantum existential unforgeability. On the other hand, we prove that a large family of qPUFs (called unitary PUFs) can provide quantum selective unforgeability which is the desired level of security for most PUF-based applications.