Pro Evolution Soccer 5 also benefits from a number of exclusive features designed to showcase the PSP's capabilities. The highly-competitive multi-player aspects of the game are highlighted using the hardware's wireless systems. Using this, players within a certain network radius can challenge rival Pro Evolution Soccer 5 fans to games, with all data related to match results – goals for, goals against, wins, etc – retained in a running tally.

Solo players can also hone their skills within six different leagues and a host of cup tournaments, and the PSP game can also be linked to the PlayStation 2 version of Pro Evolution Soccer 5 for data exchange. Using this, players can import teams they have created within the PlayStation 2 game for use against friends on their PSP, or swap teams with other PSP users.