ROGUE Donkey Kong is the first game in the ROGUE series. It is a spin-off of Donkey Kong, and the main character, Mario, has a revolver that he uses in the game. It is like the original Donkey Kong, but Mario runs faster and jumps higher. All characters have this trait in future ROGUE games.
- Mario - The main protagonist of this game, who wields a Revolver that he uses to kill Donkey Kong and Pauline, as well as destroy barrels and fire
- Donkey Kong - The main antagonist, who kidnaps Mario's girlfriend Pauline. He is killed by Mario's Bazooka in the end of the game.
- Pauline - Mario's girlfriend who is kidnapped by Donkey Kong. Even though he looks like he is saving her, he instead kills her with his Bazooka.
- Bazooka - This power up increases Mario's attack range and kills all enemies and items in one shot, or two if it is Donkey Kong. However, it only lasts for 5 seconds.
- Purse, Umbrella, Hat - Mario pickpockets these; they belong to Pauline. At the end of the easy game, he can sell these in the shop and buy the Roman Candle, which kills Donkey Kong in three hits, and only runs out when Mario is hit.
- Roman Candle - If Mario collects all of Pauline's items in the easy game, he can sell them to buy this, which lasts longer than five seconds, and kills Donkey Kong in three hits. Mario only loses it when he is hit.