In recent years, Information Security has become a notable issue in the energy sector. After the invention of ‘The Stuxnet worm’ [1] in 2010, data integrity, privacy and confidentiality has received significant importance in the real-time operation of the control centres. New methods and frameworks are being developed to protect the National Critical Infrastructures like- energy sector. In the recent literatures, it has been shown that the key real-time operational tools (e.g., State Estimator) of any Energy Management System (EMS) are vulnerable to Cyber Attacks. In this chapter, one such cyber attack named ‘False Data Injection Attack’ is discussed. A literature review with a case study is considered to explain the characteristics and significance of such data integrity attacks.