In the beginning of 21st century, an atomic explosion in the South Pole caused a strange, unseen phenomenon: a black hole appeared and started spreading, threatening to swallow the Earth. It was named Schwarzwelt, or "black world". The United Nations send a team of four trained specialists from different countries to venture inside the Schwarzwelt. The protagonist is an unnamed North American (Japanese, in the original Japanese release) soldier. Upon arriving into the Schwarzwelt, the team finds out that demons have entered the Earth...

Strange Journey is in many ways "return to the roots" of Megaten games, particularly to the first Shin Megami Tensei. The gameplay system is very similar to that original template: it is a first-person dungeon crawler, which retains all the basic ingredients of a traditional Shin Megami Tensei title. The focus of the gameplay is on fighting, negotiating, and eventually and recruiting regular enemies (demons), summoning them afterwards as controllable characters within the player's party. As in classic Megaten games, it is possible to fuse demons to create more powerful ones. The game retains the Law-Neutral-Chaos axis, usage of guns during the turn-based combat, spell names, and other characteristic elements of the franchise. Unlike other games in the main Shin Megami Tensei series, Strange Journey has automatic leveling up.