Outrun Europa is the third game in the OutRun series, which introduced a new style of racing games using the third-person perspective. The levels are set across Europe as undercover agent Simeon Kurz tries to recover his stolen car and important documents while evading the police who mistakenly think he's a car thief. On each level, you drive a different vehicle, including motorbikes and jet-skis, which requires varying skills to master. Completing levels within time limits is crucial, with other vehicles blocking your path and obstacles to avoid and overtake.
Gameplay involves navigating through various European landscapes while avoiding obstacles and completing each level before the time runs out. The game offers two audio options: sound effects or music, giving players a choice in how they experience the gameplay.