The objective of Thumper is to guide a beetle-like creature along a single or dual track through a series of horrific worlds. The player must press a button to hit lit "notes" on the track in time with the background music, while also bracing against obstacles, turning against curved walls, jumping over spikes, and defeating enemies. The game is played in a third-person point of view just behind the beetle, which enhances the extremely fast scrolling speed of the level's obstacles.
Each level is broken up into segments. After each segment, the player is given a score and a rating showing how well they did. The beetle can sustain one hit (a missed turn or crashing into an obstacle), and at certain places it can regain its shield if it is lost. However, taking a second hit without its wing-shield in place will destroy it, and the level starts over at the last checkpoint. The player can repeat the segment as many times as is necessary to beat the level.