In Prey, the player is sent to asteroid KG-42 since all contact was lost with the colonists. The player's objective is to rescue as many colonists as they can. Poison gas fills the corridors, so the player has to act quickly before their oxygen supply runs out.

The game world is navigated in steps of pre-rendered video footage of corridors and halls. Players can use their map to help them navigate the labyrinth, finding rooms containing survivors. Occasionally, radio contact is made and mission objectives for the player will be updated for them to go to a specific location. After obtaining a gun, it is also possible to fight aliens, which are the source of the disturbance in the asteroid.