Mary Skelter Finale is a first-person dungeon crawling RPG with grid-based movement and a turn-based combat system. Characters are based on fairy tales but the game has a job system allowing for skill customization. The story is about attempting to break out of a nightmarish prison.

A new feature to the series allows the player to control multiple groups across the dungeons in order to progress. There are 6 preset groups of 4-7, with over 30 characters.

Mary Skelter Finale is set to be the end of the Mary Skelter story and has included a feature to re-watch/read story scenes from the main and side scenarios for both of the previous games, though the voiceovers aren't included. It also includes a side story made ahead of the first game and the visual novel included as a pre-order bonus of the second game.

The extra content also includes a Gallery mode to view video and CG scenarios or background art. A music mode for the background music and a character mode to view the different characters information.