The player can win by achieving their chosen ambition, such as becoming Fallen London's most celebrated explorer or amassing enough wealth to retire.

Resources to achieve these ends are acquired by discovering new locations, trading goods across the Unterzee, battling ships and "zee monsters", and completing "storylet" quests.

Several bits of writing and settings in the game are literary allusions – for instance, the very premise of a subterranean "Sunless Sea" is a reference to the poem Kubla Khan by Samuel Taylor Coleridge, which is further reflected by the existence of a Khanate and an "Abora Gate".

[9] On 17 June, the game was soft launched on the developer's website, a Steam early access build was later released on 1 July.

Sunless Sea received mostly positive reviews from professional critics on launch, with the writing and setting being the most highly praised aspects of the game.

[11] IGN awarded it 8.3 out of 10 saying "Sunless Sea gives you a wonderful world to explore that's packed with memorable written vignettes and danger.

[21] GameSpot awarded it a score of 6 out of 10, saying "Sunless Sea is an ambitious work that attempts to capture the sheer kinetic thrill of discovery in a bottle without the inevitable entropy of player completion depleting it, and falls well short.