A-J's Quest is a side-scrolling platformer, based on an early '90s comic strip by the game's author. The game involves exploring several distinct levels, collecting items and equipment, and fighting eccentric monsters, in effort to foil the evil machinations of King Ostro. The character can also collect money, to buy equipment in a store at the end of each level. Different equipment lends the character, A-J Bear, different attacks of various effectiveness on different monsters. Through most of the game A-J Bear is also trailed by his pet hedgehog, Hedge, who can be of occasional aid against monsters.

Depending on the game version, the order, number, and layout of levels may vary. Early versions include secret bonus stages, to be found in each level. Later versions include a more elaborate presentation, extra levels, and significant bug fixes.