In Stolen, the player can play the role of Anya Romanov. The woman is a thief in a fictional place like Forge City. Anyi's strength, apart from being well trained, is having advanced equipment. Her companion is computer specialist Louie Palmer, who contacts her by radio. The first task for the player in the form of Anyi is to steal valuable items from the museum, which turns out to be not as easy as it might seem.

Stolen is based on four large levels, thanks to which it takes about 10 hours to complete the entire game. Seemingly simple tasks, such as stealing a key to another room or hacking a computer, are more difficult. An added bonus is Anyi's gadgets, such as a pistol that fires darts with different uses. She also has goggles, thanks to which she can see in the dark. It is not a killing game. At most, the heroine stuns her opponents.

Throughout the game, there is an indicator that tells the player how well hidden the heroine is. This is very useful in some sections where Anya has to get through unnoticed. An additional advantage of the game is the ability to collect loot from guards.