Like its predecessors, Shantae and the Pirate's Curse casts players in the role of Shantae the half-genie, who can attack enemies using her hair. Having lost her genie powers in the previous game, Shantae now makes use of various pirate items that the player obtains during the course of the game. These include a pistol that can be used to shoot enemies and switches from afar, a hat that can be used to glide through the air and ride on gusts of wind, a scimitar that can break blocks using a downwards thrust, boots that send Shantae into a charging dash that can break through certain walls, and a cannon that can be used to perform additional jumps in mid-air. Players can also make use of various items, such as damaging pike balls or health restoring potions. These items, as well as upgrades to Shantae's hair attack and pirate items, can be purchased using gems obtained from enemies and breakable objects. In place of transformation dances, Shantae can use a genie lamp to suck up nearby gems, as well as carry dark magic and other gaseous objects like smells.
Unlike the fully interconnected world of its predecessors, the world of Pirate's Curse is spread across multiple islands that Shantae can travel to via Risky Boots' pirate ship. These islands each require Shantae to gain access to a Den of Evil, where one of the pirate items can be found, and defeat a boss in order to gain a map to the next island. Players will often be required to fulfill certain quests in order to progress, such as finding an item on one island and giving it to someone on another. Hidden across the various islands are twenty cursed Cacklebats, which the player must defeat and extract Dark Magic from in order to obtain the game's best ending. Up to 32 Heart Squids can also be collected, which can be exchanged to increase Shantae's maximum health. Clearing the game unlocks Pirate Mode, which gives Shantae all of her pirate items from the start to allow the player to perform speedruns. Additional bonus artwork is unlocked based on players' final time and completion percentage upon clearing the game. The Nintendo 3DS western physical release and Nintendo Switch version feature an exclusive minigame, "Super Shantae NAB!", based on a Shantae-themed minigame featured in WarioWare D.I.Y., which can be played to earn additional gems.