Players select missions from a central menu and choose either X or Zero for most stages. Each stage uses side-scrolling platforming, enemy encounters, environmental hazards, sub-bosses, and a final Maverick battle.

Defeating bosses grants new weapons or techniques. X can equip armor parts and special weapons, while Zero develops new saber techniques and gains weapons from defeated bosses. A separate operation system tracks attempts to stop the Eurasia colony and can affect the campaign's later progression.

Choose missions according to the weaknesses of their Mavericks and use the resulting weapons to simplify later stages. Explore carefully for armor capsules, Heart Tanks, and Sub-Tanks rather than rushing through every route.

Manage the Eurasia operation deliberately. Repeated failed attempts can change the available outcome, so conserve useful resources and use the stage map to plan the order of attacks. Zero is especially effective at close range, while X benefits from charged shots, armor abilities, and weapon switching.