Saigo no Uta is a traditional Yume Nikki fangame. The player starts as a girl named Kuroyuri and can travel to her dream world by sleeping in the bed. The goal is to explore and find effects.

After the player has achieved the "Game Over" ending, the game will switch to Ciste, a girl who appears in Kuroyuri's dream. Ciste's segment is similar to Kuroyuri's in that the player must enter the dream world and collects effects. In the dream room, there is a radio that allows the player to listen the game's BGM.