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Three modes can be unlocked, by clearing the game and meeting certain requirements.
| Game | Goal | Special requirements |
|---|---|---|
| 1 - Normal mode | Unlock Hard mode | Just beat the game. Hold  when starting a new game.
|
| 2 - Hard mode | Unlock the Jackson cyber-elf | Beat Hard mode at A rank and collecting every Cyber-Elf (except Jackson). |
| 3 - Jackson mode | Unlock Ultimate mode | Beat the game using every Cyber-Elf, including Jackson. Hold  when starting a new game.
|
| 4 - Ultimate Mode | N/A | N/A |
- In Hard mode:
- Zero takes 50% more damage from enemies.
- Weapons cannot earn experience and cannot be fully charged.
- Elemental Chips cannot be used (exception: the Shield Boomerang).
- In Jackson mode:
- All restrictions from Hard Mode still apply.
- Zero starts with the Jackson Cyber-Elf (plus all the cyber-elves he already collected).
- In Ultimate mode:
- All cyber-elves with permanent effect are active without penalty on score.
- Weapons are at max level since start.
- Full-charged attacks can be instantly performed using button combinations.