Controlling a cowboy in the Wild West you have to make your way through hostile cowboys of each level. Shooting barrels reveals power-ups such as boots, rifles and bullets. Each level has a weapon specialist end boss, like winchester, knives, darts and boomerangs.

Gun.Smoke is very similar to Commando, another Capcom game, but with several differences. Whereas Commando is a run and gun game, this game is a scrolling shooter in which the screen scrolls upward automatically and players only have three ways to shoot, using three buttons for left, right, and center shooting. However, a player can also change the way the gunman shoots through button combinations. A player can still die by getting shot or struck by enemies like in Commando but improve protection by getting special items, including a horse, for protection up to three hits; boots, for speed of movement; bullets, for faster shots; and rifles, for shot length. These items are found by shooting barrels and rifles, boots, and bullets can stock up to five.