Hellnight (Dark Messiah in Japan) is a survival horror game at heart, although it has no combat gameplay. Controlling the nameless hero, the player must travel through the underground and protect Naomi. There is only one monster in the whole game, the "creature" itself, which is invulnerable and cannot be killed. Instead players are constantly on the run from it, making sure it does not catch them. The game is divided into large maze-like levels, each one usually populated by the creature who keeps pursuing the player (although he does change form after each level). At certain points there will be companions who can attack the monster and temporarily stun him. There are also people to talk to in the underground world, items to pick up, and puzzles to solve.

The future Tokyo is a megapolis built on top of a huge system of underground tunnels and sewers. A rumor is heard that in this underground world hide the followers of a mysterious cult, known as the Dark Messiah. At the same time a symbiotic life form escapes from scientists and makes it's way into the sewer system. There it causes the crash of a subway train and starts devouring the passengers on board. A lone hero, along with a schoolgirl Naomi Sugiura are the only survivors of the crash.... and must flee from the creature in order to survive.