Burning Fight follows a formula and concepts commonly seen in titles of this genre, such as Streets of Rage, Double Dragon, and Final Fight: balanced character selection, objects and weapons found on the ground cause greater damage to opponents, and semi-interactive environments. The game is set in a fictional version of Osaka city.
There are three playable characters, each with their own levels of strength, agility and special moves: Ryu is quick but weak, Billy is slow but very strong, and Duke is a more balanced hitter. One element that helps the game stand out from its competition is mini-stages, where the player must defeat some enemies in a short period of time in order to win prizes.
Antagonists are members of Heiwa-Gumi, a Japanese yakuza gang, and the final boss is Italian mob boss Castella. The game has no individual endings, no matter which character has been chosen. After defeating Castella, players are presented with various scenes of the game along with the credits, and finally a group picture of the main characters.
Duke and Billy, two popular and renowned New York City Police detectives, are hot on the trail of a dangerous Japanese crime syndicate. Their investigation has led them to the mean streets of Japan where they meet a police officer and martial arts expert named Ryu. Ryu agrees to join the NYPD detectives as they track down the crime syndicate bosses and end their reign of terror once and for all.