Heavenly Guardian is a scrolling shooter similar to the Pocky and Rocky series. The game's story involves Sayuki, the protagonist, who must save her loved one from a curse by finding the correct ingredients for a cure. The game can be played either singleplayer or multiplayer with another person. Sayuki is also followed by Toto, her pet snow rabbit, which can shoot freezing shots at enemies.
The player can move Sayuki (or Koyuki in multiplayer) in any direction using the Nunchuck on the Wii or the Analog Stick on the Playstation 2. In two-player mode, it's a contest to see which of the sisters can destroy the most ghosts and collect the most snowballs in their path. The Wii version offers the option to shoot with the Wii pointer, but the Playstation 2 version eliminates this feature. There is also a boss attack that can be played once a boss has been beaten.