Movement in Devil Daggers is fast paced and fluid, similar to other 1990s shooters, and the game's movement mechanics are heavily inspired by FPS games from that era. The default movement keys are WASD for forward / left / back / right respectively, and space to jump. There is no sprint key in the game.

The player is able to perform a 'dagger-jump' (analogous to a rocket-jump maneuver found in some first-person shooters) by firing a spread shot at the floor immediately after jumping. This allows the player to jump very high in the air, and may be used to get around the arena more quickly or help escape enemies in a pinch. Additionally, the player may 'bunny-hop' by jumping repeatedly while moving, which grants a generous boost to movement speed at the expense of more controlled movement.