Max Payne 2 is a third-person shooter in which the player assumes the role of Max Payne but also plays as Mona Sax in a few levels. Initially the player's weapon is a 9mm pistol. As they progress players access other weapons including other handguns shotguns submachine guns assault rifles sniper rifles and hand-thrown weapons. To move the game along the player is told what the next objective is through Max's internal monologue in which Max iterates what his next steps should be.