A Challenge or Challenge Mode is a regularly held event that usually starts on Thursday and lasts around two weeks (usually shorter for repeats), in which players must beat 63 (repeatable for two further times at increasing difficulty for 189 total, which includes Expert and Nightmare mode) battles within that time for various prizes, but they are most well-known for unlocking challenge characters, which are the main source of new and more powerful characters for every player's roster. Chernabog/Fantasia is the first challenge character. Challenges may be repeated.

Each challenge has five challenge battles; challenge battle 1 to 4 has 12 fights and 5 has 15, including a boss fight against the challenge's unique character. Challenge battles can be done alongside Standard Battle without resetting progress. They can be done in any order, you don't need to complete a battle to work on another, although you still need to beat the matches in order.