Does f.lux affect DirectX video games?

It indeed affects DirectX games. I checked the option to disable it for an hour, and about an hour into a fullscreen game, the color temperature dropped.

I can't demonstrate the effect with screenshots (both of the captures will have the intended temperatures), but I can show it with a camera:

Easy to find out: set flux to an absurdly low temperature and start a game, it should be obvious.

Result: Yes, it does affect games (as it does movies, even with MadVR)

f.lux doesn't affect fullscreen DirectX games. I just tested it on a fullscreen game myself.

Why? I don't know, but it may have to do with the fact that fullscreen DirectX games operate on a different principle than windowed DirectX games. See this post for the technical details.