The game is set in the Three Kingdoms era of China and features a number of playable characters from the period, including Cao Cao, Liu Bei, and Sun Shang Xiang. Players take control of one of these characters and battle their way through hordes of enemies in order to complete various objectives.

The gameplay of Dynasty Warriors Advance is similar to that of other games in the series. Players control their characters through a series of stages, defeating enemies and completing objectives. The game also features a number of unique mechanics, such as the ability to use powerful "Musou" attacks to clear large groups of enemies.