The Legend of Heroes: Zero no Kiseki is a direct sequel to The Legend of Heroes: Trails in the Sky the 3rd and follows the story which starts several months after the events in that game. The story takes place in Crossbell City where light and darkness are together and places the player in a role of four lead characters, namely Lloyd Bannings, a rookie police investigator who joined the police in search of clues that will help him understand how his brother have died, Elie MacDowell, mayor's granddaughter who also joined the Crossbell police to help mend the current state of the city, Tio Plato, an employee of a leading company in orbal technology assigned to Lloyd's team, and Randy Orlando, a former member of the Crossbell State Guardian Force. Traversing the world in 3D isometric bird's eye perspective, utilizing on-screen mini-map, fighting monsters in random encounters, upgrading your characters and their stats, buying and trading weapons and items, using magic spells, and so on is very similar to that of previous installments in the series with occasional touch ups and minor changes here and there.

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