There is no real story in Case of Dungeons, beside the fact the player is greeted by a mysterious young woman who calls herself Mareen and gives the player a quest, which is random and varies from character to character, but always involves venturing into dungeon X, defeating demon Y, and retrieving magical item Z. Then the player is invited to character creation. There are a total of 12 pre-made characters of various classes (fighter, knight, magician, cleric, etc.) and vastly different initial statistics, which the player can re-assign. Player statistics include hit points, attack, armor class, magic power, and luck.

Afterwards, the player is thrown into a randomly generated isometric dungeon, which must be uncovered by exploration. Unlike early dungeon crawlers, the movement occurs in real time, and enemies appear randomly, inviting the player to deal with them in turn-based style.

There are various stones with clues scattered around the dungeons, as well as treasure chests, which might contain weapons, armor, or various healing and stat-enhancing spells.