Challenge Missions are unlocked by capturing the second of any mission's Pink Elebits. Each Challenge Mission presents the player with a single challenge to complete within a relatively short time limit and is usually preceded by a hint. These challenges, unrelated to the game's storyline, are completed by utilizing mechanics commonly found during regular missions, such as pivoting while shooting the Capture Gun, shaking vases without breaking them, or turning faucet handles to release hidden Elebits.

The Challenge Mission complete screen displays the time taken to clear the challenge, the number of captured Elebits, the amount of gathered Base Watts, the amount of Watts given as Status Bonuses, and the total amount of gathered Watts.

Clearing certain numbers of Challenge Missions fulfill the conditions necessary to unlock some Hidden Elements, viewable in the Extras.