Five years ago, Heesoo's father was accused of treason and her entire family was executed. In order to avenge her family, Heesoo disguised herself as a man so that she and her servant Woosung could pose as a pair of brothers. The two set up a detective agency that handles a variety of cases, all the while searching for any information that would help them get revenge. Along the way, Heesoo finds herself becoming entwined in the lives of four women: the runaway noble Juhee, the stern-looking police officer Seoyeon, the sultry merchant Yurin, and the virtuous thief Iljime.
Heesoo soon finds herself not only having to deal with trying to clear her family name, but also having to confront possible romantic feelings towards one of the ladies.
Lady in Mystery contains examples of:
- Brutal Honesty: Seoyeon wears her heart on her sleeves, meaning she will not hesitate to let you know if she does not think highly of you.
- The Chessmaster: Heesoo proves to be this during more complicated cases that requires quick actions. In Episode 3, Heesoo is hired by Mr. Oh to determine if his wife is having an affair. She instead learns that Mrs. Oh is under pressure from money-lenders to give them her oldest son, in order to pay for Mr. Oh's attempts to take Government Examination and rise in status. Heesoo manages to set up events so that Mr. Oh will attack the moneylender who he believes is sleeping with his wife right when the police are hunting down the moneylenders themselves. The government is so impressed by the acts of a "poor scholar," Oh is promoted to a high-paying job and his family escapes with the money and their lives.
- Deliberate Values Dissonance: The class structures of the era play major roles in the motives of characters. Juhee is a strong believer in the superiority of Yangban, while Heesoo and Woosung struggle to fit in as scholars. Seoyeon receives special privileges to act more as a soldier than a maidservant, but other damo look down on her for defying their gender expectations. Additionally, several mysteries involve people's struggles to enter government service without money and connections and the extremes that result in.
- Driven to Suicide: At the end of Yurin's route, she ends up killing herself for failing to protect Heesoo...but only after she killed everyone else she deemed responsible for Heesoo's death.
- Fate Worse than Death: In Iljime's route, Iljime points out that this is a better alternative to dealing with Pyeong-ho than simply killing him. She reasons that killing him will cause other people to see his death as tragic and paints Heesoo and Woosung as monsters, while ruining his reputation ensures he can never live happily or comfortably ever again.
- If It's You, It's Okay:
- Seoyeon falls in love with Heesoo while under the impression that the latter is a man. After finding out Heesoo is actually a woman, she decides her feelings haven't changed.
- Juhee believes that this is happening after she begins to have complicated feelings towards Heesoo. Once she finds out Heesoo is a woman, she's ultimately relieved that she had been crushing on a woman all along.
- Incompatible Orientation: This is the reason why Juhee ran away from home; as a lesbian, she has no intention of marrying a man for the sake of her family, even if he is a high-ranking one.
- Just Like Robin Hood: Iljime is a thief who robs the rich to give to the poor. As a result, the commonfolk adore her and refuse to cooperate with the police officers trying to catch her.
- Multiple Endings: The game has 30 endings; 4 that serve as the true endings for each heroine, 1 "Revenge" route ending, and 25 endings that are a mix of silly Non-Standard Game Over endings and bad ends.
- Murder the Hypotenuse: Played for laughs in one of the extra scenarios where it's implied Seoyeon lured the other heroines into a secluded spot so she can get rid of them and be the only heroine Heesoo can get together with.
- Oblivious Guilt Slinging: As Juhee realizes that Heesoo and Woosung are hiding something, she genuinely reaches out to offer her support with their problems. Unfortunately, her attempt to lighten the mood only makes things harder.Juhee: I'll be okay with anything. Unless you aren't actually Yangban but plebians. Or you're not a guy, but a woman with a child, or a wanted criminal on the run. You committed treason! Other than that, there's nothing I won't understand.
- Off with His Head!:
- The standard form of execution in the country is being beheaded. This is what happened to Heesoo's father, and it is also how Pyeong-ho, the man who betrayed him, dies in Juhee's route.
- This is what Yurin does to the six people she blames for Heesoo's death. The only onscreen beheading we get to see is Woosung's.
- Roaring Rampage of Revenge: At the end of her route, Yurin goes on a killing spree, targeting those she deems responsible for Heesoo's death. This includes her own butler, the solider who fatally injured Heesoo, the doctor who arrived too late to help, Pyeong-ho and his child, Woosung, and finally herself.
- Sweet Polly Oliver: Heesoo disguises herself as a man in order to hide her identity as Eon-soo's daughter and make it easier to do detective work.
- Undying Loyalty: Woosung is absolutely loyal to Heesoo's father Eon-soo, since the latter took him in and gave him a job. As a result, Woosung has sworn to do whatever he can to kill the one responsible for Eon-soo's execution and to keep Heesoo safe. Which make what he does in Yurins true ending all the more ironic.
- Would Hurt a Child: At the end of her route, it's revealed that one of Yurin's victims is Pyeong-ho's child.
- Yandere: Yurin is revealed to be one. She has been in love with Heesoo for a long time, and said love can become murderous. This is best seen at the end of her route, where Heesoo's death causes Yurin to seek out those she believes are responsible and beheading them.