Steep is an open-world winter sports game based around four extreme sports: paragliding, skiing, snowboarding, and wingsuit flying. The game was launched with a mountain in the Alps to explore, but another set in Alaska was added for free at a later time. The player is free to explore and can walk around. At any moment it is possible to switch to one of the four sports and continue that way. There is no linear path to follow, but by unlocking base camps, spotting drop zones, and accessing new challenges by leveling up, steady progress along an increased difficulty level is possible.
The gameplay is varied depending on the sport. Each one has its own set of controls and possibilities. Players can perform a large number of stunts while skiing and snowboarding, focusing on fast times or large points through tricks. In wingsuit flying, the focus is on avoiding obstacles and staying close to the ground to score points. Paragliding is more about navigating the best course to reach checkpoints.
Most challenges have three medals that can be earned, which can be retried infinitely. Players can earn gear and customize their characters as they progress through the game. The overall progress is done in six categories based on the playing style: Bone Collector, Explorer, Extreme Rider, Freerider, Freestyler, and Pro Rider. Players can also experience mountain stories and events called memorable moments.