Grand Theft Auto IV is structured similarly to previous games in the series. The core gameplay consists of giving the player a large, open environment in which to move around. On foot, the player's character is capable of walking, running, swimming, climbing and jumping, as well as using weapons and basic hand-to-hand combat. Players can steal and drive a variety of vehicles, including automobiles, boats, helicopters, and motorcycles. Grand Theft Auto IV takes advantage of Natural Motion's Euphoria engine, which combines artificial intelligence, bio-mechanics and physics to make NPC behaviour and movement adaptive and more realistic.

The open, non-linear environment allows players to explore and choose how they wish to play the game. Although storyline missions are necessary to progress through the game and unlock certain parts of the map and content, they are not required, as players can complete them at their own leisure. When not taking on a storyline mission, players can free-roam, giving them the ability to go on sprees of mass destruction unofficially known as "rampages". However, going on a rampage can attract unwanted and potentially fatal attention from the authorities.

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