Kishin Doji Zenki FX: Vajura Fight is based on the manga Kishin Doji Zenki by Kikuhide Tani. Once upon a time the Japanese priest Enno has fought and defeated the demon lord Zenki. Zenki was sealed for centuries in the magical bracelet that the Enno family carried through generations. But now, in modern-day Japan, demons called Seeds of Karuma, who worship an ancient evil goddess, began to appear on the Earth, bringing death and destruction. Enno's descendant, a lovely young girl named Chiaki, has no choice but to use her bracelet to summon Zenki! But while being sealed, Zenki has reverted to the form of a nasty, greedy little boy. Chiaki must evoke the power of bracelet to make Zenki fight on her side, and destroy the demons!

Vajura Fight is what is commonly called a beat-em-up game, similar to games like Final Fight and others. Controlling either Zenki or Chiaki (or both in two player mode), the player must typically eliminate a number of enemies on a screen until he/she is allowed to proceed. Zenki fights melee-style, while Chiaki uses ranged energy balls, she can also summon Zenki with the bracelet power-up to inflict massive damage. Zenki and Chiaki can also execute various special attacks, which can be mapped to the controller for quicker access. There are many boss fights in the game, some stages consisting of one large-scale boss battle.