The game is set ten years after the events of Sunless Sea, after the subterranean city of London opened a gateway known as the Avid Horizon and gained access to outer space, here called the High Wilderness, where stars are godlike beings who exert power through their light and unspeakable terrors lurk in the dark. The New British Empire has spread to multiple stars and even built an artificial star of its own, the Clockwork Sun, and Queen Victoria has assumed the throne of a dead star and attained mastery over the properties of time itself. The player assumes the role of a crewmember on a ramshackle locomotive who inherits captaincy of the vessel and a strange black box after the previous captain is mortally wounded. The player is free to pursue the mystery of the box, embark on a career as a trader and retire wealthy, fight in a war between the Empire and rebellious colonists, or seek out answers to a dangerous question: why are the stars dying?
The game is played from a top-down perspective. Players navigate the game world via an upgradeable interstellar locomotive, and can interact with various narratives both brief and long that may have positive or negative rewards. While traveling, the locomotive may have to fight off other hostile locomotives or otherworldly creatures. If the player's locomotive is destroyed or their character is otherwise killed, they must begin anew, but some of the previous character's possessions may be passed to the next and certain narrative events remain completed. With each player character, the world map is also rearranged and re-obscured, forcing the player to rediscover locations.