Fear Effect takes place in Hong Kong in 2052. The game begins with a cutscene in a Chinese hell, in which a certain crowd of undertakers carries the coffin and memorial monuments of a girl named Wee Ming. Vi Ming herself walks next to them, while conducting her mental monologue. The girl immediately stops, and a mysterious male silhouette approaches from behind her with a knife in his hands. Quietly creeping up, a mysterious person grabs a young girl and cuts her throat with a knife, after which she falls unconscious.