The fictional continent of Europa in Valkyria Chronicles is divided between and ruled by the Empire and the Federation. The setting is a world evocative of the 1930s. To seize the rich natural resource Ragnite, the Empire has set its eyes on attacking the principality of Gallia, which shares borders with the two superpowers. A hero named Welkin is engaged in this conflict, defending the Gallian Militia's 'Squad 7' from the invasion and the Empire's attempts to subjugate the continent.

The thirty or so missions in Valkyria (including non-story skirmishes and side missions) are intricate, cleverly designed, and frequently pit you against insurmountable challenges and one-of-a-kind enemies like enormous super tanks, indestructible machine gun nests, and a maze of mines and searchlights that you'll have to manoeuvre while hurt. Teamwork, creative thinking, and careful squad selection before missions is all encouraged. For instance, you might spend all of your time using Lancer rocket troops to pound a strong enemy before realizing that it would be better to concentrate your lighter troops closer together so they can all lay down supporting fire when one of them is actively shooting.