Set one year after Persona 4, a spin-off follows Naoto as she delves into an investigation of two missing Yagakoro students. She receives a request from Touko Aoi, an old detective friend, to uncover the mysterious disappearances. Naoto is paired with Sousei Kurogami, a mechanical detective known for a stark difference in personality and methods. During their first encounter, she unlocks a new persona, Amatsu Mikaboshi, which amplifies Sousei's persona capability, Tsukuyomi. Together, they find the Midnight Site, an anonymous platform where the fate of individuals is determined by five judges named after ancient Japanese mythology figures - Uzume, Sarutahiko, Omoikane, Tajikarao, and Futotama.
As they investigate the origin of the site, they realize it is related to another case that Touko is handling. One of the judges is murdered, and investigations reveal the culprit may have links with a missing police officer's weapon. Naoto and her team must protect the remaining judges and uncover the culprit before it's too late.