Gex 3: Deep Cover Gecko follows the story of Gex as he attempts to rescue Agent Xtra from the clutches of Rez, a sinister villain. To do so, Gex must infiltrate various levels, each of which parodies a specific aspect of television culture. Upon entering each level, Gex navigates through a television set before progressing to the next stage by collecting remote controls.
The gameplay in Gex 3: Deep Cover Gecko involves platforming and exploration as Gex must navigate through various environments, each with its own unique challenges and obstacles. The game requires players to collect remote controls to progress through the levels, adding an element of strategy and timing to the gameplay.