You can change modes either at the title screen or the game over screen (if you use a continue).
- Single Player: You play the game by yourself
- Two Players A: A split-screen two player mode
- Two Players B: A co-op two player mode
- Easy: All projectiles, beams, and flames will move slowly. Every enemy and boss is relatively easy to defeat; and almost all enemies will just walk across the screen hardly firing at you.
- Normal: All projectiles, beams, and flames will move somewhat faster than they did on easy; every enemy and boss will fire at you more often. Boss take more shots to defeat and some will have extra attacks. New enemies will appear.
- Hard: All projectiles, beams, and flames will move a lot faster than they did on normal; every enemy and boss will fire at you more often and more accurately; enemies will reappear quicker. Bosses are a lot tougher to defeat may have extra attacks. There is an additional boss at the end of the game as well as a different ending.
There are several appearances in Contra III of elements of other Konami games.
- Blades of Steel: You can see various advertisements of other Konami games on the scoreboard once in a while.
- Contra: the old heart from the first Contra is back.
- Super Contra: Red Falcon's form in Super Contra is back.
- Predator: It's rumored that the heroes from the first Contra were modeled on Stallone and Schwarzenegger. If you listen to the music just after you kill the Crawler (which boss is that?), you will notice it sounds like a spot of music from the movie.
- Super Contra: Red Falcon takes the form of Jagger Froid from Super Contra.