A returning feature from Super Smash Bros. Brawl is the challenges feature. Here, when you achieve certain things in the game, you will open up the challenge window, showing a special image as well as unlocking something. Various special features are only accessible using this mode, including various PokéBall Pokémon, stages, and character customisations for use in Smash Run. When you complete a challenge, you'll be able to see the completion requirements for all adjacent challenges and you'll sometimes find a hammer which will break the challenge window without you needing to complete it.

There are three pages of challenges to complete and you get a special item when you have completed them.