The controls are identical to that in the previous game, with players given the option to assign functions to the buttons they are most comfortable using. The weapons are also identical, with the exception of the Triple Rod, which has been replaced by the similar but somewhat more complex Chain Rod.
Cyber Elves are present in the game, and function in the same manner as they did in the previous game. However, unlike the first game, in which four specific Cyber Elves could be transformed into health-storing Sub-Tanks, two of the four Sub-Tanks are now hidden in various stages as collectible items, as they were in the previous series, while the remaining two must be unlocked using Cyber Elves.
While the first game in the series had the player select missions from a list, Mega Man Zero 2 returns to the traditional Stage Select option found in the Mega Man and Mega Man X games, although the player can only select from four at a time. In addition, whereas Mega Man Zero had a large, interconnected world, none of the stages in this game are linked.
New features added to the game are Forms and EX Skills. Forms are unlocked by completing various tasks during a mission, such as destroying a set number of enemies with the Buster Shot. Forms alter Zero's abilities in various ways, such as increasing the power of certain weapons or making him more resilient. However, they also tend to decrease performance in other areas, such as lowering attack power for increased defense or removing special attacks of the Z-Saber to enhance the Buster Shot. EX Skills are unlocked if a player completes a mission with an A or S rank, allowing the player to give Zero's weapons the properties of the bosses he's defeated.