The player controls the main character, Challenger, and must head towards the goal in each level. The player can attack by throwing knives, but some enemies are invulnerable to this attack, and require a power-up item or the assistance of a hidden character to defeat. In levels 1, 3, and 4, touching any of the enemies results in a loss. The player can jump in the side-scrolling scenes, and can also duck by pressing down on the keypad in the first level. In most other games, the A button is used to jump, and the B button is used to attack, but in Challenger, the controls are reversed, where the A button causes the character to attack, and the B button causes them to jump. The player also falls off the train and loses if they throw a knife while they are on the connecting area between train cars.

A life gauge is used only during the second level. The player receives damage whenever they touch enemies, and loses only when their life gauge reaches zero. There is no jump button for the top-view level, but the player can venture across the island to search for items. A timer is displayed on the upper right corner of the screen during all of the levels, and the player also loses a life when this timer reaches zero. Falling off of very high places or getting caught in traps also results in a loss, and the player is taken to the game over screen when there are no lives remaining.