In Mega Man 4, Dr. Wily is declared as having been killed by the explosion of Gamma. A year passes and Rock, Roll, and Dr. Light are living in peace. But soon, the peace is broken by a new threat.

A supposed colleague of Dr. Light's, the mysterious Dr. Cossack, has sent out eight of his own Robot Masters to find Mega Man, whom Cossack blames for the kidnapping of his daughter. Mega Man, hoping to clear his name, sets out to find Dr. Cossack, this time armed with a powerful new weapon: the Mega Buster. Mega Man must now battle with Cossack's fiendish Robot Masters and find Cossack's daughter before it's too late.

Gameplay-wise, this installment is similar to the previous game in the series. Like before, Mega Man has to complete eight stages, defeating their robotic bosses and acquiring their weapons as a reward. He retains his abilities to jump, shoot, climb, and slide. His dog can be transformed to access different area types. A new addition is the Mega Buster weapon, which can be charged to produce powerful shots.