The young fighter Ryu was thrown out of his father's home, and this childhood trauma has been dominating his life ever since. His only wish is to surpass his father and to show him he has become a better fighter than him. Laila is a cheerful treasure hunter. She dreams only of valuable things, adventure, travels, and life in the capital city. Gaou is experiencing a personal tragedy: he wants to discover the mystery of the disappearance of a woman he loved, Asuka, aided by his best friend Froz. Naaga is a girl who wears a heavy armor, which - as she thinks - will prevent her from losing any battle. At present, she has problems since she owes a million gold pieces to her guild. What do those heroes have in common? As their ways cross, they will find out they are in fact pursuing one and the same goal...

Burning Heroes lets you start as either one of the four characters. Each one starts in a different place and is seemingly absorbed in his/her personal quest, but as the game progresses, the four heroes meet each other. You should also find and "unlock" four other playable characters as you advance in the game. The gameplay system is similar to other Japanese-style RPGs: you fight random enemies and bosses in turn-based combat, viewed from third-person perspective, like in Final Fantasy games. As you get hit in a battle, your "passion" (literally "hot blood", nekketsu in Japanese) level rises, and the more damage you take, the quicker you reach 100%. Once the passion bar is full, you can summon a powerful monster and to unleash a devastating attack on the entire enemy party.