The story begins with Aya Brea, an NYPD rookie, attending an opera at Carnegie Hall with an unnamed date in New York City on Christmas Eve 1997.

The game opens to reveal Aya Brea, the protagonist of the original Parasite Eve game, who is now an FBI operative in their Mitochondrial Investigation and Suppression Team (MIST) being dispatched on an urgent mission in central Los Angeles, where there have been reports of NMC sightings.