Captain Commando is set in the crime-ridden future of Metro City in the year 2026, where a superhero named Captain Commando, assisted by his three faithful Commando Companions rise up to protect the Earth and all the Galaxy from a gang of super-powered criminals.

Characters Captain Commando (キャプテンコマンドー Kyaputen Komandō?) - He is the leader of the "Commando Team". Besides his powerful mind and strong body, he also uses his "Energy Gloves," whicn can shoot mighty bolts of fire and electricity. His killer technique is the "Captain Collider". Striking the ground with his Energy Gloves causes an electric shock which kills everyone around him. Captain Commando's dash attacks are "Captain Cannon" (also known as "Captain Fire") which torches the enemy with a blast of flame and "Captain Kick" which can hit several enemies at once on the ground or in the air. Captain Commando also can grab his opponent and kick their stomach or throw their whole body. Other things he uses are the "Captain Goggles" which help him identify a criminal's face at a distance of 2 km, by comparing with data base, the "Captain Protector" which is made of super-tough material called "Captanium" and stands up to trillion degree heat, the "Captain Gauntlet" which multiplies Captain's power 48 times making it easy for him to smash a thick iron plate and the "Captain Boots" which make it possible for him to take a 100-meter fall without injuries or damage to the boots.

Mack the Knife (ジェネティー Jenetī?, Jennety in the Japanese version) - The Mummy Commando is a mummy-like alien from outer space. As weapons he uses sub-sonic knives that melt any enemy he hits. His killer technique is the "Spinning Attack". Spinning round like a top, his bandages lash his enemies like whips. Mack's dash attacks are "Double Trouble" which sticks his enemy with both knives and "Sky Assault" which is an airborne version of Double Trouble. Mack also can grab his enemy and either stick or throw them. Other things he has are the "Captain Cap" which is a souvenir from the first meeting with Captain Commando, the "Genetic Bandage" which is his life-sustaining equipment for survival on Earth, the "Genetic Knife" which melts all matter and the "Gravity Controllers" which are his pair of shoes that adjust the gravitational pull to where it's best for the battles. Mack's name comes from the Bertolt Brecht song of the same title.

Ginzu the Ninja (翔 Shō?, Sho in the Japanese version) - The Ninja Commando is a highly trained ninja and successor to Bushin-ryu Ninpo, a fighting style of ninjutsu that was also inherited by Guy from Final Fight. His razor-sharp sword is capable of cutting an opponent in two. His killer technique is his "Smoke Bomb". After creating a smoke screen around his body, the smoke explodes, killing his enemies that are adjacent. Ginzu's dash attacks are "Iaizuki" which pierces several enemies at once and "Flying Katana" which cuts the enemies from above while jumping. Ginzu can grab his opponents and either kick their stomach or do a shoulder throw or overhead throw. Other things he is equipped with are his "Ninja Eyes" which can help him find enemies 500 meters ahead in pitch dark, his "Servant Sword" serves no one but him, is named "Lightning Light" and cuts things at atomic levels and his "Ninja Suit" which is tougher than iron and softer than silk. He is the only character who is able to throw shurikens to his opponents.

Baby Head (フーバー Fūbā?, Hoover in the Japanese version) - The Baby Commando is a super genius infant who fights using a robot of his own design. His robot is both strong and quick. His killer technique is his "Knee Rocket" which launches a missile from the robot's knee which are constantly manufactured within the robot. Baby Head's dash attacks are "Rolling Punch" which is a strong punch that spins like a drill and "Elbow Smash" which crushes the enemy under an elbow blow coming off a jump. Baby Head can grab his enemies and do either a knee kick, a "Pile-driver" or a "Fling-away". Other features he uses are the "Talking Machine" which resembles a baby pacifier and allows him to speak the 3 million languages of the cosmo, the "Stable Cradle" which keeps the robot from rocking, no matter how far it's tilted, the "Silverfist Vehicle" which has 12,000 horsepower, 582 kilograms (1280.4 pounds) of bodyweight and mounts fuzzy-logic control, the "Missile Launcher" which is a missile production facility built inside the leg, as well as in the Silvervest Vehicle and is nicknamed by Baby Head's friends "Baby Carriage" and the "Jet Hover" which is used for high-speed position shifting. Gameplay