Kokuu Hyouryuu Nirgends tells the story of a young man named Dunn Bit, who was just recruited for a special military unit called "Windmuhle". Led by the young and pretty captain Eis Schwarz, this unit specializes in unique airplanes that can transform into giant combat robots called "Divers". They have recently began operation in the country of Vidar, where enemy activity has been spotted. Dunn has to prove himself as a capable pilot and fighter, and perhaps also to make impression on the gorgeous captain or other people in his team, most of which are pretty girls.

The game is a mixture of Japanese-style adventure and airplane combat simulation (with the addition of giant robot fights). The adventure parts follow a standard procedure: navigating an overview map of a location, and choosing menu commands ("Look", "Talk", "Think", etc. to interact). The combat is a simulation of a plane from the pilot's point of view, which includes managing fuel and ammunition, positioning the plane, tracking enemies on the radar, customizing plane parts, etc. Transformation into a diver can be done at any time during battles, and has its own advantages and disadvantages.