Conker's Bad Fur Day is an action-platform game where the player controls Conker the Squirrel through several levels. The game also features an overworld in which the player can transition from one level to another, although many of which are initially blocked off until Conker earns a certain amount of cash. Each level is an enclosed area in which the player can freely explore in order to encounter tasks to do. The gameplay mostly relies on figuring out a way to help several characters by completing a linear sequence of challenges. These challenges may include defeating a boss, solving puzzles, gathering objects and racing opponents, among others. The result is always a cash reward, which aids access to other areas in the overworld.
Throughout the story, Conker encounters many different anthro characters and situations which have him performing different tasks. At one point, he is turned into a bat by a vampire.
Included in the game are seven different multiplayer minigames: Beach, Raptor, Heist, Death Match, War, Tank, and Race. It also has eight different levels, one for each mode. Health is measured in chocolates just as in the single player mode.