Honkai Impact 3rd is set in an alternate version of Earth, plagued by catastrophes resulting from the Honkai. The Honkai is largely viewed as a malevolent force with a will of its own. It has the ability to corrupt humans (ranging from mind manipulation and diseases to turning them into undead creatures), create various monsters, and imbue certain individuals with god-like powers, enabling them to trigger apocalyptic events.

An amnesic Trailblazer wakes up and meets March 7th and Dan Heng. Both are traveling on the Astral Express, a large cosmic train that travels the universe along the eponymous "Star Rail". In an attempt to discover their origins and eliminate the threats of the remaining Stellarons, the Trailblazer departs with the Astral Express crew.