Sonic & Knuckles is played from a side-scrolling perspective across multi-act zones. The objective is to reach each goal while collecting Rings, defeating enemies, finding bonus routes, and surviving hazards. Sonic uses speed and standard jumping, while Knuckles can glide and climb certain walls.

The connected Sonic 1 cartridge unlocks Blue Sphere rather than a conventional Sonic 1 campaign. In Blue Sphere, the player guides a character through maze-like special stages, collects blue spheres, avoids red spheres, and tries to clear as many stages as possible. Sonic & Knuckles also includes acts, boss encounters, bonus stages, and Chaos Emerald progression.

Preserve Rings when possible, since one hit normally removes them and a second hit is fatal. Explore side paths for monitors, extra lives, shields, and entrances to bonus areas.

Use Sonic's speed on open ground, but slow down near blind drops and moving hazards. With Knuckles, check suspicious walls and alternate routes because his climbing and gliding abilities open paths Sonic cannot use.

In Blue Sphere, plan a route before moving into dense patterns. Collecting blue spheres in groups can create Rings, while touching a red sphere ends the attempt.