How to create a pause menu made with another level?

Is it possible to create a pause menu that has another level loaded when displayed? I am trying to have this pause menu behave the same way as the one in God of War and Final Fantasy:

http://donthatethegeek.com/wp-content/uploads/2016/08/FinalFantasyXV-MainMenu.png

The current plan I have in my mind is to create a separate level to serve as the pause menu and loaded when the pause button is pressed. However if a different level is loaded with OpenLevel Blueprint function, the current game progress will be discarded. So is it possible to implement such menu with Unreal?

You can create persistent level, then pause the game and change your pawn to that, which is looking on menu at another map.

You mean making the menu level as persistent level and add game level as sublevel ot it? Or the other way round?

Persistent level in which you have your main level and menu level, then after press of “esc”, for example, swap pawns. One of them is your pawn to play and second one is menu pawn.

If the game is paused, both the persistent level and its sublevels would be paused at the same, right? In that case, how can the menu level be navigated?

Try it, then it would be easier to move further in this question.

Just tried. SetGamePause freezes both the persistent level and the sub-levels so cannot proceed after that.

You can try to set your menu widget SetTickableWhenPaused(). I hope it will help you.