Certain objects in the environment can be examined for clues and flashing buttons can be shot to open doors and gates. For cinematic effect there is a bullet camera that follows the projectile until impact. The player can manually slow down the camera and rotate, and then continue shooting. Not all of the story is told in chronological order. Some parts are played from flashbacks and next to locations such as restaurants, clubs, rooftops, docks, hotels and the favelas, there are sequences where Max shoots from a helicopter or while on a boat racing on a river.
The game features an arcade mode and New York Minute mode unlocked after completing the game once. Multiplayer is entirely new to the series, with variants of capture-and-hold and capture-the-flag, as well as a Gang Wars team mode based around gaining experience, using perks, defining custom loadouts, etc.