Mary Skelter Finale is a first-person dungeon crawling RPG with grid-based movement and a turn-based combat system. Characters are based on fairy tales but the game has a job system allowing for skill customization. The story is about attempting to break out of a nightmarish prison. A new feature to the series allows the player to control multiple groups across the dungeons in order to progress. There are 6 preset groups of 4-7, with over 30 characters. Mary Skelter Finale is set to be the end of the Mary Skelter story and has included a feature to re-watch/read story scenes from the main and side scenarios for both of the previous games, though the voiceovers aren't included. It also includes a side story made ahead of the first game and the visual novel included as a pre-order bonus of the second game. The extra content also includes a Gallery mode to view video and CG scenarios or background art. A music mode for the background music and a character mode to view the different characters information.

The Blood Maidens and Jack are separated after the ending by the Executioner Girls, splitting into a few groups: the Jack group (Jack, Otsuu, Little Mermaid, Miko, Mamoru, Hikari, and Michiru), the Mary group (Mary, Charlotte, Alice, Chiaki, and Gatou), the Clara group (Clara, Gretel, Hameln, Sukui , and Kaede), the Toh group (Toh, Snow White, Kaguya, Jabberwock, Towa, and Haru), the Red Riding Hood group (Red Riding Hood, Thumbelina, Cinderella, and Kunai), and the Pyre group (Pyre, Rapunzel, Sleeping Beauty, Takumi, and Itsuki).