Dragon Ball Z: Buu's Fury is the third and final game in the series. It was released on September 14, 2004 in North America. The game focuses on the final parts of the Dragon Ball Z series (season 7), namely the battles with Majin Buu. The game added several new additions to the series. First, the game added equipment, which could be equipped to characters to alter their stats and provide various other benefits. The game also allowed players to allocate their own stat points, of which three were given per level. Also added was the ability to block by holding the R button, and also to energy block by holding the B button while blocking. Using the energy block slowly drains the user's energy gauge. Both techniques greatly decrease the amount of damage that is received from attacks. The game also added various other features such as fusions and the ability to transform into a Super Saiyan 3. Although many features were added, the ability to use charge attacks by holding and releasing the A button was eliminated.

The dialogues used in the English edition of the game are very similar, and sometimes identical, to the ones used in the English dubbed animated series.