In Mega Man ZX Advent, the main characters discover the power of the mysterious "Biometal model A," which on its own has several attacks, but also has a special Megamerge ability which allows the character to transform into one of eight "Pseudoroid" bosses that each have a unique set of abilities. Once a boss is defeated, players can emulate their powers to find hidden routes, discover rare items and aid their battles against more powerful enemies. The title takes full advantage of the Nintendo DS features to enhance the action-packed gameplay and story line of the popular series.

This game takes place years after the Biometal Model W incident in the previous game, Mega Man ZX. Hunters roam the ruins looking for lost technology, where wild machines called Mavericks live. The government "Legion" oversees and rules over the majority of the world's actions, with its controllers being the Masters: Thomas, Albert and Mikhail (a reference to Drs. Thomas Light, Albert Wily and Mikhail Cossack, respectively). The player can choose between two characters: Grey and Ashe.