- "Have you taken on the Dojo yet? Some of the challenges there are tough as nails!"
- ―Nail Man
Make a Good Mega Man Level 2
The Dojo is where the Arena, Mega Arena, and True Arena are located, as well as a Boss Gallery, where the player can battle any boss of their choosing without having to play through their stage. At the far end is a Toad Man training dummy along with a infinitely respawning Weapon Energy capsule, where the player can test out their weapons as well as know the general DPS of each one. Reaching 30 DPS or higher on the dummy is the objective of a Challenge.
Once the Wily Star II is cleared, Dr. Wily moves into the Dojo and takes up residence in a separate room initially blocked off by Tomahawk Man, which allows the player to replay any of the six Wily Star stages.
- The Boss Gallery was programmed to use the editions of bosses as they appeared in their respective Arenas; thus, fighting the bosses of Yggdrasil (Crator, Cream, and Kichona) in the Boss Gallery accessed significantly nerfed versions of their original incarnations, from when they were still being considered to be placed in the Mega Arena before being ultimately cut. This was changed in the 1.3.0 update, in which bosses are their regular versions, with certain exceptions (Door Man still has only 1 health bar, and Holo Wily as well as both versions of Air Man in Mario Land are sill fought as Mega Man).
- The Hall Master, Knight Man, Strawberry Milk, and all devkit mini-bosses are the only bosses to not be accessible through the Boss Gallery.
- It is actually possible to kill the Toad Man training dummy although it will take a while. The training dummy has 1280 hit points. Killing the dummy results in it exploding and leaving a Yashichi behind.
- Toad Man sometimes appears on the right wall next to his dummy. Destroying the dummy causes him to say "RIP straw me" or "and it's gone".