Bart Simpson has won a Round-the-World scavenger hunt on the Krusty the Clown show. However, the contest has been rigged by Mr. Smithers in order for Mr. Burns to rid himself of the Simpson family for all the trouble they have caused him over the years by sending his agents and fellow family members to take care of them during the trip. Bart travels through various real-world locations collecting items, with occasional cameos from the other Simpsons family members.

The gameplay is similar to its predecessor, The Simpsons: Bart vs. the Space Mutants, although gameplay had been more controlled. There are four major areas: China, the North Pole, Egypt, and Hollywood, and each has several stages to play through. The final stage of each area pits Bart against a boss, all members of the Burns clan: Fu Manchu Burns, the Abominable Snow Burns, Rameses Burns, and Vincent Von Burns.

In each stage, Bart must navigate through the area, collecting items such as firecracker balls for self-defense and Squishees to restore health. By grabbing a cape, Bart can become his superheroic alter-ego Bartman and fly for limited periods. The most important items in each stage are Krusty-brand souvenirs. There is one in every stage, and Bart must find them all in order to get the best ending. The other Simpsons also appear to give hints on where the souvenirs are.

There are also several mini-games in each area, with challenges such as a matching-card game and a trivia game based on events in actual episodes.