The story takes place on the last day of the Yasogami High culture festival. During the event, the heroes of Persona 4 see a strange bell tower appear on the school grounds. The heroes of Persona 3 also hear the bell, and are dragged into the future where the Persona 4 cast awaits. The two groups are locked in the school covered in Shadows, but meet two mysterious individuals named Zen and Rei, who have lost their memories. The cast soon learns that Zen and Rei's lost memories may be the key to solving the mystery of the bell tower's sudden appearance.