The game follows former detective Adrien Knox in a dystopian setting, as he is roped into a rebellion group challenging the rule of a government system known as the Council.
Sanguine Melancholia contains examples of:
- Action Girl: Jeane.
- Big Bad: Abilsin.
- Big Damn Heroes: Ashburne at the Battle of Candlelight Pass, as well as Lasko who is one of the soldiers carrying out the order the former gave to save the party. Ashburne fights you immediately afterwards, however...
- Boss Banter: Most of the humanoid bosses in this game have it, but one notable example is when Locke interrupts the fight with Crosby to ask his opponent to stop moaning when he takes damage.
- Gaydar: Lucien mentions having exactly this, and he proves its efficiency by confirming that Adrien has feelings for Locke.
- Chekhov's Gunman: Officer Lasko, one of the two officers to survive the battle with Kegan Bowman, who reappears near the very end of the game to save the party alongside Ashburne, and to give Adrien the Solarbird.
- Dark Reprise: The battle with Archdemon Zinnovia has a much more slow and abstract version of the song from Graham's tape for the background music.
- Greater-Scope Villain: The Premortals.
- Hereditary Homosexuality: Lucien, who was in love with Graham, and his nephew Adrien who fell for Locke.
- No One Should Survive That!: Kenzo Edmond. He manages to survive his own suicide attempt in which he plunges thousands of feet into icy depths, due to becoming a half-demon after being attacked mid-fall. Despite losing a hand in the attack and sustaining serious bruising, he manages to call Charlotte for help and fight his way out of the abyss single-handedly...literally.
- Save the Princess: Locke is kidnapped in chapter two, and ends up becoming the target of a rescue mission.
- This Cannot Be!: Abilsin is so certain that they are incapable of losing that upon their defeat, they shut down and cease to follow the Premortals' orders.
- Wham Line: During the fight with Vrid, who is now an Archdemon, Lasko's memory delivers one of these. Mere moments before he dies in his Archdemon form:
- Lasko: I promise you, Vrid...you will not die a soldier.