Ryō Kanzato, an officer in the Ayanagi Police with the rank of Superintendent, had been dispatched to a Japanese Coast Guard PLH ship after Japanese Coast Guard crewmembers discovered that their Deep Submergence Vehicle had its entire crew missing, baffling some of them. Meanwhile, mysterious deaths had been reported throughout the city once more. Ryō had rescued Yumi Tasaka, who had been under police custody, from being killed by an unknown assailant with his Persona. Ryō's siblings, Shin and Jun, arrive back in Ayanagi City in the course of his investigation and battle against the assailant with his own Persona. After Shin's arrival, his Persona had awakened and killed the same assailant's Persona after it had threatened him earlier during a walk around the city.