When Rocky begins eating at Pie Face Balboa's restaurant, he unintentionally eats an envelope with Balboa's protection money. As a result, mobsters take Balboa's daughter. Balboa asks Rocky to rescue his daughter, promising him an All-You-Can-Eat buffet for her return.

As Rocky Rodent, the player plays a Rodent who must use four various hairstyles to rescue the daughter of the owner of Rocky's favorite eatery. Rocky Rodent is a platform game with six levels with multiple stages, similar to a cross between Sonic the Hedgehog and Super Mario Brothers. Text bubbles appear during cutscenes; making the game more like a comic book rather than a Saturday morning cartoon.