Set in a world where animals have been captured by an evil circus owner, Rolo to the Rescue follows the journey of Rolo, an elephant who escapes from captivity. His main objective is to find and rescue four other animals: a squirrel, a rabbit, a beaver, and a mole. Once rescued, each friend becomes a playable character with unique abilities that aid in the gameplay.
The gameplay revolves around side-scrolling action, as Rolo navigates through various obstacles and enemies. The player must use Rolo's strength to overcome challenges and reach the next level. With the help of his friends, who can be controlled at specific points during the game, the player can access new areas and defeat more difficult enemies.