Vanguard is a shoot 'em up game which leads the player through five different zones to the City of Mystery where the creature Gond awaits him which he has to kill. The five zones run horizontally as well as vertically and are filled with different enemies for each zone. Being hit by an enemy, a projectile or the walls results in losing a life. There are, however, collectable items which grant the player a short time of invincibility.
Shooting differs somewhat from other shoot 'em ups: The player's ship is able to fire in all four directions depending on the direction the player steers his ship. However, in doing so, the ship flies in that direrction as well which may result in crashing into an obstacle. The ship is constantly running out of fuel which can be replenished by killing enemies. After defeating Gond the game starts anew on a higher difficulty level.