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Azure Striker Gunvolt is a 2D side-scrolling platform shooter with game mechanics similar to Mega Man Zero by the same developer. The game is set in the future and the protagonist is Gunvolt. He is an 'adept', someone who has developed septimal powers that provide superhuman abilities. Adepts work for the Sumeragi Group, a worldwide corporation that uses them to establish peace. That is achieved, but it is revealed the company is able to control the adepts directly, depriving them of free will, and experiments on them. Gunvolt works for another organization called QUILL which aims to expose and stop the Sumeragi Group's operations. At the start of the game Gunvolt is tasked to assassinate an adapt called Lumen, but he discovers Lumen is in the body of a young girl called Joule and he ignores his orders and rescues her instead, defecting from QUILL. He continues the plan to expose Sumeragi Group, but now driven to protect and free Joule. Based on a specific condition two types of endings can be achieved.

Gunvolt's primary weapon is a gun, with several types available gradually, but it used in an unusual way. Bullets do not kill enemies, but tag them and then allow him to unleash a powerful electric field with a homing effect. Its use is limited through an energy bar that requires some time to recharge. Movement includes (double) jumping and (air) dashing to move around quickly and some of these drain the energy bar as well, as well as being hit by enemies. Similar to the Mega Man games most of the stages are available right away and can be played in any order, with a Sumeragi Group boss at the end. Through a leveling system the amount of hit points can be increased and several skills can be learned such as healing, a lighting burst or a large energy sword. Using skills requires skill points that generate slowly. The character can be customized by using components to forge eyes and pendants with specific abilities that can be equipped.

The scoring system rewards swift movement and consecutive chain hits or air attacks without being damaged, which is called 'Kudos' in-game. A system keeps track of how fast the player finishes levels and provides rarer items as a rewards. Levels have optional challenge list with more difficult goals while completing stages.