Like the original Gunpey, Gunpey for the PSP asks you to create an unbroken line from the left of the field to the right by moving segments up and down. Segments appear at the bottom of the field, and if a segment reaches the top, the game is over. Unlike the original's Western theme, this version has an abstract theme, with extra skins unlocked through play.

The PSP version features a Challenge mode (with changing skins), single skin and double skin modes (which let you choose the skins to use), a 10x10 mode (with a correspondingly larger field), quick start, time attack (best score in 60, 90, or 120 seconds), and a two-player (wireless) mode. Two different rule sets are included; original, and break, which automatically drops segments down if a line is formed below them.