The player leads a squad of up to 4 allies with different roles including damage-dealing shocktroopers, fleet-footed scouts, shield-bearers with heavy defense, and "sappers" who focus on alchemy and long-range attacks.

Though the player can only control one character at a time, the artificial intelligence behavior of their allies can be influenced by chosen "Priorities" that can be set before battle.

Ten years prior to the war, in the land of Molda, an orphanage was burned down by the Ruzi Emperor Klaudiusz and his four Grand Generals as they were visiting nearby Valkyria ruins.

Only five orphans survived, having been away from the orphanage at the time: Amleth Grønkjær, Basil Sabancci, Fritte Eriksen, Solomon Kahlenberg and Violette Szand.

As they were adopted by foster parents, the five grew incredibly skilled in their respective fields: Amleth became an officer in the Jutland army, and would later form then anti-Valkyrie unit named Vanargand.

Following the event, the five discussed their next move, as Klaudiusz would no longer be so vulnerable while the Ruzi Empire and its allies blockaded Jutland to the breaking point.

With Basil's help, Amleth formed Vanargand within the Jutish army, knowing that any attack on Klaudiusz would be pointless if they could not defeat the Valkyria-esque Reaper guarding him.

Despite Amleth's objections, Ophelia decides to join Vanargand on the front lines in Molda and gets her first taste of battle by stabbing a Ruzi soldier with her rapier.

The Jutish Army continued marching north to "liberate" more countries from the Empire, while Amleth hoped to find a second Grand General, Gustav Mecklenburg.

While the army secured an industrial town, Amleth found Gustav nearby, but the Jutish contingent in the city collapsed after the appearance of the Reaper from before, singing a mysterious song.

Even with their combined efforts, the Vanargand unit just barely fought off the Reaper, but ended up ripping off her outfit to reveal a Valkyria woman wearing a pendant that bore a strong resemblance to Maria.

In-between missions, Godot tracked down the Five Traitors but decided to keep their identities secret, thinking that their actions supported Jutland, regardless of their motives.

Amleth also overcomes his doubts and finally kills Brunhilde and at the same time, Miss Maria peacefully dies in his arms.

The main theme was performed by the Tokyo Symphony Orchestra; according to Mitsuda, the scale of the recording session was larger than what was usual for Japanese video games.

A few songs were sung by Sarah Àlainn, who Mitsuda had also worked with previously on the ending track of Xenoblade Chronicles.

The development team did not want to tone down the obstacles the player faces in the game; instead, they plan to include an easier mode.

[10] In the Americas, pre-orders and limited launch copies of the physical PlayStation 4 and Xbox One versions came packaged as the “Vanargand Edition,” named after the in-game specialized unit of anti-Valkyria soldiers.

It includes a metal pin emblazoned with the elite team’s insignia, a 12-track soundtrack by Mitsuda, and a special outer box.