It is December of the year 2042. The world is still recovering from the disastrous consequences of the World War III. Radioactivity has turned many humans into mutants, and the gap between those and the "norms" (non-affected humans) is growing wider. Certain places in the world have retained the feel and the charm of the old times - among those is the Old San Francisco. There, the private investigator Tex Murphy is trying to deal with unemployment, upcoming poverty, and his melancholic mood following his divorce. After solving a simple robbery case, Tex attracts the attention of a mysterious woman who calls herself Countess Renier, and is hired by her to find a missing statuette. Things gradually begin to go wrong in this investigation, and Tex finds himself involved in a confrontation with a powerful and dangerous secret cult.

Under A Killing Moon is the third game in the Tex Murphy series of adventures, and a sequel to Martian Memorandum. The game is notable for its use of detailed, texture-mapped 3D graphics during a time when pre-rendered visuals were still the standard in the genre. Uncommonly for adventure games, Under A Killing Moon allows full maneuverability. The player can rotate the camera, change the viewing angle, zoom in and out, etc., it is even possible to look for clues underneath desks, chairs, etc.

Inventory-based puzzles are relatively rare in the game, and the emphasis of the gameplay is placed primarily on exploration, conversations featuring extended topics and choices, and self-contained logical puzzles. Other features include an online hint system (that decreases the player's score with each use), extensive support for additional sound and music devices, and full-motion video technology: cutscenes and much of the dialogue are presented as movies with real actors.