NeverDead is a third-person shooter starring protagonist Bryce Boltzmann. He is a demon hunter of over 500 years old who was cursed with immortality after he witnessed the murder of his wife by the hands of demon king Astaroth. This event turned him into a raging alcoholic who spouts vulgarities. In the modern days where the game takes place, he hunts down demons for cash as a private investigator together with his cold, female partner Arcadia Maximille. The storyline follows the events when they investigate a demonic invasion that nearly destroyed a city.

Much of the game is built around the immortality, an unusual trait for a game character. Even though his physical appearance can be wounded or eviscerated, he can never completely be destroyed. While Bryce attacks hordes of enemies using a variety of firearms along with a sword, and dodges, blocks, and performs evasive maneuvers, his main worry is keeping his limbs together. Because of attacks and explosions he often loses body parts that need to be walked or rolled over to reattach them to the body. When they cannot be found the limbs also grow back over time. With body parts missing Bryce is often weakened and cannot perform certain actions. When he is completely decapitated, the player controls the head and needs to roll back to the torso or wait for the entire body to regrow. At that moment he also becomes prone to death as small demonic creatures known as granbabies patrol the levels and consume body parts. When his head is swallowed, Bryce need to complete a quick-time event to get out again or he is to remain a part of the digestive system.

Removing body parts is sometimes needed to complete small location-based puzzles. At certain points of the game Bryce takes further advantage of his immortality to set himself on fire to burn enemies or run electricity through his body as a conduit to stun foes. Players collect collectibles that are rewarded with experience points. These points can be spent to acquire new skills or update the existing ones. That way his limbs can for instance explode. Multiplayer is supported through several cooperative and competitive challenges.