Call of Duty: World at War features a more mature theme than previous installments in the series. The game is also more open-ended, as there are multiple ways to complete objectives. The gameplay of World at War shares several features with previous iterations of the franchise. Once again, players fight alongside AI-controlled teammates. They help during the game's missions by providing cover fire, shooting down enemies, and clearing rooms for entry.

The game's return to World War II-era warfare reintroduces weapons and technology that have been seen in other games in the Call of Duty franchise, including the Thompson submachine gun, flamethrowers, the Mosin-Nagant rifle, and the Panzerschreck anti-tank rocket. The player gains access to these over the course of the game, but may only carry up to two weapons in addition to grenades. Weapons from fallen foes can be picked up to replace weapons in a player's arsenal. Players can also find weapons with additional attachments, including guns equipped with rifle grenades, telescopic sights, and bayonets.

A character can be positioned in one of three stances: standing, crouching, or prone; each affecting the character's rate of movement, accuracy, and stealth. Using cover helps the player avoid enemy fire or recover health after taking significant damage, as there are no armor or health powerups. When the character has taken damage, the edges of the screen glow red and the character's heartbeat increases. If the character stays out of fire, the character can recover. When the character is within the blast radius of a live grenade, a marker indicates the direction of the grenade, helping the player to either flee or toss it back at the enemy.