The song commences with a series of overlapping rushing noises on an Oberheim OB-X synthesizer, heralding the band's acceptance of electronic instruments into their once explicitly "no synths" sonic repertoire.

The song features a soft vocal by Mercury, ending with a strong A4 rising in pitch all the way to C5 in chest voice (contrary to the other C5s being hit in falsetto).

[1] Cash Box similarly said that this was a return to Queen's "patented high tech, progressive pop sound" and they commented on "Freddie Mercury's breathless falsetto and sweet piano work" and "Brian May’s soaring lead guitar".

"[3] Later singles "It's a Hard Life", "Let Me Live" and "You Don't Fool Me" revisit the theme presented in "Play the Game", with Mercury writing from the same lover's perspective years later in the former song, and reflecting on the memories of the failed relationship in the latter.

American indie rock duo Beach House recorded a cover of "Play the Game" that was released as an iTunes Store-only bonus track from Red Hot Organization's compilation album Dark Was the Night (2009).