Strange Brigade is a third-person shooter with a huge emphasis on cooperative gameplay. In the game, the player assumes the role of an adventurer in the 1930s and can team up with three other players to fight against different mythological enemies like mummies, giant scorpions and minotaurs. The game's four playable characters, who can be customized, have different weapons and abilities. Players have a large arsenal of weapons at their disposal. Each weapon has several upgrade slots, which can be used to enhance combat efficiency. Players can switch and upgrade their weapons at the workbenches found in a level. They can also activate different traps, such as spinning blades and spikes, to kill enemies.
The game features branching levels which encourage exploration. By solving puzzles, players will discover new relics which can unlock "amulet powers". These powerful amulet powers can be activated by absolving the souls of enemies. Players can also find treasure chests to unlock powerful prototype weapons, and collect gold coins to purchase new weapons.