Jazzpunk is set in an alternate Cold War world of the 1950s. Players take on the role of a secret agent, Polyblank. Missions are assigned to him by The Director, and involves rescue missions, retrieving data from Soviet consulates and spying a cowboy.

The game is a comedic adventure and has a lot of humor elements. There is a huge open world to explore, with a lot of side quests and secrets.