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Xexyz is broken up into 12 areas. The areas can be divided into two categories. Odd areas are platform exploration levels, which themselves are broken up into several parts. Even areas, with the exception of the final area, are horizontal scrolling shooters whose only purpose is to travel from one odd area to the next. Bosses are encountered at the end of every area, and must be defeated before advancing to the next area.

Areas 1, 3, 5, 7, and 9 proceed in the exact same fashion. They begin with an outdoor exploration, where Apollo must dodge and attack various enemies, and explore many doors. Before Apollo can proceed to the next area, he must win a Force Star from the guardian statue that holds it inside one of the doors. If he obtains the star, he may enter the mechanical castle at the end of the level. In the castle, he must explore various hallways until he finds the transport that will carry him to the next section of the castle. Apollo must ride the transport through two or three sections, where two doors appear at the end. Apollo must correctly guess which door to go through, or repeat the section that he just traveled through. After getting through this section, Apollo must explore one more section of the castle, before locating and challenging the boss.

Area 11 is very much like the other odd areas, except there is an extra transport and castle exploration section. Area 12 has a unique presentation, with the camera position behind Apollo's transport as he attempts to destroy the satellite fortress.