Psycho Fox must rid the land of an evil god named Madfox Daimyojin who has populated the world with his bizarre creatures. That's it.
Players start the game as Psycho Fox. He has average jump, speed and strength. By using collectable Shinto Sticks he can change into the other character.
By using its superior strength the Hippo can reach areas the others can't by destroying certain destructible blocks. Due to it's weight the Hippo has the shortest jump height and is the slowest out of all the characters.
While the Monkey has average running speed and strength, it can jump the highest of any character.
Tiger has average jump height and strength but is the fastest of the characters. With its speed the Tiger can jump further than the other characters, but inexperienced players may run into enemies more often.
Like a number of other SEGA Master System games Psycho Fox was reworked for the Brazillian market by TecToy many years after the originals release. The characters were all replaced by Sapo Xulé cartoon characters and the game was retitled Sapo Xulé vs. Os Invasores do Brejo which means Smelly-Foot Frog vs. Invaders of the Swamp. The gameplay and level layouts are identical, only the main characters sprites were changed.