Kazuyuki is just an ordinary Japanese high-school student... or so he was before he saw a strange dream. In that dream, a girl was calling him from the outer space, imploring him to help her... The next day, Kazuyuki receives a strange phone call, after which he finds himself on board of a space ship! The girl from his dream appears and introduces herself: she is Marin, one of the members of a special squad that fights mysterious alien beings known as EX. Apparently, her message through time went to the wrong recipient, and now Kazuyuki is "stuck" in the end of the twenty-third century, reluctantly helping the beautiful ladies of the assault team to fight aliens - and perhaps engage in other, more pleasant activities. Cosmic Psycho plays predominantly like a typical Japanese adventure, with verb/object commands that must be chosen from a menu repeatedly to trigger the next scene. However, at certain points the game turns into a side-scrolling shooter. Clad in a flying robotic suit, Kazuyuki must blast his way through a (usually very short) stage filled with regular enemies and bosses. The game contains scenes with nudity and explicit sexual situations.