The story takes place a few months after the epilogue of Persona 4 Golden. Since then, Rise Kujikawa has returned to the world of entertainment. New rumours begin spreading that “at midnight, if you see a strange video playing on a certain site, you are transported to the ‘other side’ and will never wake up again.” Members of the J-Pop idol group “Kanamin Kitchen,” including her junior idol Kanami Mashita, are disappearing. In the game, players engage in a “dance battle” with the Shadows in the mysterious world of the “Midnight Stage.” Yu Narukami, living in the city, responds to Rise’s cry for help, and eventually reforms the Investigation Team, in order to solve the new crisis.