NeverDead is a third-person shooter starring protagonist Bryce Boltzmann, a demon hunter of over 500 years old who was cursed with immortality after witnessing the murder of his wife by the hands of demon king Astaroth. This event turned him into a raging alcoholic who spouts vulgarities. In modern days, he hunts down demons for cash as a private investigator together with his cold, female partner Arcadia Maximille. The storyline follows their investigation into a demonic invasion that nearly destroyed a city. Much of the game revolves around Bryce's immortality, an unusual trait for a game character. His physical appearance can be wounded or eviscerated, but he can never completely be destroyed. While he attacks hordes of enemies using firearms and a sword, dodges, blocks, and performs evasive maneuvers, his main worry is keeping his limbs together. Due to attacks and explosions, he often loses body parts that need to be reattached. When they cannot be found, the limbs grow back over time.
Bryce's immortality comes with challenges, as losing body parts weakens him and prevents certain actions. When decapitated, players control the head and must roll back to the torso or wait for the entire body to regrow. This also makes him prone to death from small demonic creatures known as granbabies. In some cases, removing body parts is necessary to complete location-based puzzles.
Players can collect collectibles that reward experience points, which can be spent to acquire new skills or upgrade existing ones. This allows Bryce to set himself on fire to burn enemies or run electricity through his body to stun foes. Multiplayer supports cooperative and competitive challenges, offering various gameplay options.