After the events of Psycho-Pass 3, Inspector Kei Mikhail Ignatov finds himself involved with an organization named Bifrost. First Inspector Koichi Azusawa coordinates an assault on the Public Safety Bureau tower.

The first film, Case.1 Tsumi to Batsu (Crime and Punishment), focuses on enforcer Nobuchika Ginoza and inspector Mika Shimotsuki. The team finds a traumatised woman and it is quickly apparent that a drug has altered her state of mind, Akane Tsunemori's team is directed to return her to a special experimental prison - the place where the woman worked as a therapist. Akane dispatches fellow inspector Shimotsuki along with two enforcers, Ginoza and Kunizuka, to investigate the prison while she and the rest of the team investigate the case in Tokyo. Through a new combination of drugs, therapy, and work, the prison has produced a different kind of society where latent criminal prisoners act in harmony with one another - keeping their criminal coefficients under 90 in most cases and carry out work valuable to society at large. Mika sees the woman as a criminal worthy of being killed but she and Ginoza realize that the woman used herself as bait to seek protection for a small child. Mika and Ginoza discover the warden is exploiting the prisoners to harvest nuclear waste that was buried beneath the prison, causing the prisoners to die of radiation. Mika records the warden's confession of her actions and reveals it to the prisoners. Mika then kills the warden, but the prisoners riot. Mika and Ginoza hunt down the rest of the complicit staff then begin working to protect the prisoners. They later find out the Sybil System knew of the warden's motive since the prison is located above the former dumping ground of the System's nuclear waste.

The second film, Case.2 First Guardian, focuses on enforcer Teppei Sugo, who was formerly a respected military officer. He acted as the eye-in-the-sky air support for a ground squad of marines alongside Itsuki Otomo, another pilot and a communications officer. Together, they formed a tight military family, including Itsuki’s wife Rin who was the squad's ground commander. The squad was sent on a military strike outside Japan, but Sugo loses Itsuki during the fight. Sugo is devastated by this loss and tortured over why he was ordered to abandon his squad mates. He is confronted by MWPSB officers Aoyanagi and Masaoka who inform him that he is a suspect in a terrorist attack that is apparently been performed by his MIA squad commander, Itsuki. They discover that the military was testing a bio weapon against the enemy, which also killed the rest of the strike team. Itsuki knew about the attack beforehand and left his memories in an android to extract vengeance, but it is stopped by the Bureau forces. Rin attempts to assassinate the military commander but he kills her instead. However, the Bureau marks the commanding officer for high psycho-pass and terminates him. Following these events, Sugo's level of stress increases and he eventually becomes an enforcer in the MWPSB.

The third and final film, Case.3 Onshuu no Kanata ni (On the Other Side of Love and Hate) focuses on Shinya Kogami as he travels the Tibet-Himalaya region as a free-lance mercenary. He saves a bus-load of refugees from guerrillas, including a young part-Japanese girl, Tenzing Wangchuk. She asks him to teach her fighting skills so she can take revenge on the murderer of her parents. Kogami agrees, but warns her against walking down the path of revenge as he did in the past. He encounters Frederica Hanashiro of the Japanese Ministry of Foreign Affairs, ostensibly looking for kimin, Japanese who have been stranded outside the country with the aim of returning them home if they have a good hue. She assists Kogami to protect the refugees, but he is wounded and is saved by Garcia, a mercenary who formerly worked for UN peacekeepers. As Kogami recovers, he reflects on his past actions, of taking revenge by killing the criminal Shogo Makishima when abandoning Sybil. During peace negotiations, Tenzing tracks her father’s killer to a meeting with Garcia who is secretly sabotaging the negotiations. He badly wounds her, but she informs Kogami of Garcia’s plan. Frederica assists Kogami on the condition he works with her, so after he kills Garcia, he returns with her to Japan.

In this sequel to Psycho-Pass TV show, Inspector Tsunemori is sent to a neighboring war-torn nation, where the Sibyl System is being introduced as an experiment, to find Shinya Kogami, her former enforcer who went rogue three years ago.