Night Raid 1931 takes place in Shanghai, 1931, a decade before the US will enter World War II. The remnants of the first global conflict are starting to cause problems, with various nations and groups forming complex alliances and conspiracies that could lead to another devastating war. Sakurai Kikan, a highly classified intelligence agency, is working to uncover the truth behind these plots, employing individuals with exceptional abilities, such as clairvoyance and telepathy, to gather intelligence and eliminate threats.