Mario Is Missing! is an educational game and the first game where Luigi is the main protagonist with Mario in a supporting role. The main gameplay consists of moving around a city in side-scrolling manner while jumping on Koopas to collect stolen artifacts. Luigi then must secure the city by taking these artifacts to their respective locations and correctly answering two questions about the landmark. The computer version is a point-and-click adventure game, while the NES and SNES versions have more of an emphasis on platforming.

Bowser, king of the Koopas, has relocated from the Mushroom Kingdom to the real world, where he has set up his headquarters in an Antarctican castle. He plans to steal the Earth's treasures with the use of the Passcode-Operated Remote Transportation and Larceny System, which allows his Koopas to teleport anywhere in the world. His main objective is to sell the treasures to pay for enough hairdryers so he can melt the ice of Antarctica. In order to do so, Bowser captures Mario to prevent him from foiling the plan, and it is up to Mario's brother Luigi to save him.