Mega Man X4 follows its predecessors as the player must combat Mavericks while traversing through obstacles and terrain. This is the second game to feature Zero as a selectable playable character, but the first game to feature him as a fully playable character (he had limited playability in the previous game). Unlike future games, players must play the entire game with the character they've chosen.
The playing styles of both characters differ from each other, giving the gamer a rather varied experience. Mega Man X still copies weapons through defeating bosses, utilizing the long range X-Buster. Zero however, learns techniques, which mimics an attack used by a boss, often with the use of his close-ranger Z-Saber, but none of these except his Giga Attack use Weapon Energy. Because of their gameplay differences, X is often recommended for novice to intermediate players since he can fight enemies from a distance while Zero is used for advanced players as he needs to get up and close to his targets.
The game is also the first to have actual multiple Armors in the game, as well as an "Armor" for Zero. X can find pieces for the Fourth Armor like he would any other armor in the previous games, enhancing his abilities further.
Finally, Mega Man X4 is the first X game to use cheat codes which unlock armors specific for the character selected. For X, he unlocks the Ultimate Armor (an enhanced version of the Fourth Armor), which first starts out replacing X's cyan colors with purple. When X visits any of the Light Capsules, he is automatically equipped with the full Ultimate set, giving him a Plasma Shot upgrade and the Nova Strike Giga Attack as well as enhanced defense and the ability to hover in the air (these abilities were also featured in the Fourth Armor, although the latter's use of the Nova Strike is limited). Zero on the other hand gets the Zero Armor, which gives him a black sheen and platinum blond hair, but does not affect his abilities in the least. The codes for unlocking these armors differ on the consoles.