Shadow Complex is presented in 2.5D format; the game world is fully three-dimensional, but the player can only move in two dimensions, simulating the environment of a classic side-scrolling video game. Enemies can, however, move in any direction, and auto-aim is utilized to allow the player to fire at nearby enemies or objects both inside and outside of the 2D plane. The player can use the right control stick to aim with a laser sight. Gameplay in Shadow Complex was inspired by Super Metroid and Castlevania: Symphony of the Night. The gameplay takes many cues from Metroid: the player can move freely throughout the expansive game world, defeating enemies with a variety of weapons, and as they overcome challenges, they gain new abilities and weapons which allow them to reach new areas.

The game rewards the player with experience points as they complete objectives and defeat enemies. The player can gain experience levels, each level boosting basic attributes of the character. These experience levels grant the player skills such as improved gunfire precision or damage resistance. Special rewards such as revealing the full map and unlimited special ammo are granted at specific levels. When the player starts a new game, they will lose all the weapons and items that they have acquired, but will keep the character's experience level and any benefits they have already received from that experience.

In addition to the main campaign, a number of challenge levels, called "Proving Grounds", are available, generally requiring the player to make it to the exit of a room using a limited set of items and health. Players are ranked based on time of completion and any scoring objectives when they complete the level. Scores and other statistics from the main campaign and the training group are tracked via online leaderboards.

A remastered version and port was announced during the 215 Game Awards, to be released for PS4, Xbox One, PC.