Cop-Out is a crosshair shooting game. The player controls a prohibition-era policeman who must shoot his way through 10 levels of criminals, jeeps and bi-planes, as well as birds and bottles. If the player survives long enough they will advance to the next level.

The player can walk left and right at the bottom of the screen, while at the same time moving a crosshair to shoot at the targets. When shooting, the bullets take a while to get to the crosshair point so the player must shoot a little ahead of the targets. Walking is necessary to avoid the bullets and molotov cocktails that the enemies shoot or throw down the screen.