Final Zone Wolf is an overhead game where you command a small military commando team, moving down the streets and shooting. The goal of the game appears to be stopping a missile attack. At the beginning of the game, you need to choose two members from five available team members. Details about these members are shown during the opening credits.
The gameplay is slow, and your team members follow a fixed formation that makes it difficult to pass obstacles as they won't leave their position. This limits your movement and makes it harder to avoid enemies. Enemies seem to spawn randomly, so you must keep moving quickly to avoid them as much as possible.