In this article, we study a class of partially observed non-zero sum stochastic differential game based on forward and backward stochastic differential equations (FBSDEs). It is required that each player has his own observation equation, and the corresponding Nash equilibrium control is required to be adapted to the filtration generated by the observation process. To find the Nash equilibrium point, we establish the maximum principle as a necessary condition and derive the verification theorem as a sufficient condition. Applying the theoretical results and stochastic filtering theory, we obtain the explicit investment strategy of a partial information financial problem.