In Mad Slug 4: Advanced Mission, The evil Boss Hydra and his rebel army has launched a coup d'état on the world's governments, and all attempts by the armies of the various countries to curtail his growing power fail. His most recent attack has given him access to a new form of all-terrain combat Super Aircraft. In a last effort to stop evil Hydra, Ace Captain Steven is sent to locate and eliminate his powerbase, as well as reclaim or destroy any evil weapon they can find so as to keep the technology out of Hydra's hands. After battling their way through hordes of Hydra's soldiers, the duo eventually face off against Hydra himself, in a heavily armored helicopter. After defeating the helicopter and killing Hydra, they destroy his base of operations.
The player must shoot constantly at a continual stream of enemies in order to reach the end of each level. At this point, the player confronts a boss, who is usually considerably larger and tougher than regular enemies. On the way through each level, the player can find numerous weapon upgrades, In addition to shooting, the player can also perform melee attacks by using a pan. The player does not die simply by coming into contact with enemies, and correspondingly, many of the enemy troops also have melee attacks. Much of the game's scenery is also destructible, and occasionally, this reveals extra items or power-ups, although most of the time it simply results in collateral damage.
During the course of a level, the player also encounters POWs, who, if freed, offer the player bonuses in the form of random items or weapons. At the end of each level, the player receives a scoring bonus based on the number of freed POWs. If the player dies before the end of the level, the tally of freed POWs reverts to zero.
In Mad Slug 4: Advanced Mission, There are a total of three stages, in locations such as river, mountain valleys, and military bases. The vast majority of enemies are soldiers equipped with weaponry befitting their specific role. There are also several mechanized enemies, such as tanks, mobile artillery, aircraft, armored personnel carriers and technicals. Much of the game's humor comes from how the enemies are depicted; the player often encounters them as they are sunbathing, roasting food over a fire, or simply conversing amongst themselves. They also tend to scream loudly if they see the player, and often try to run away.