Confidential Mission follows CMF agents Howard Gibson and Jean Clifford, dispatched after a terrorist group steals a satellite belonging to the World's Coalition. Their investigation begins at a museum, where they trace the operation to an organization called Agares. After securing a disc of critical intelligence data, they pursue the trail to a mountain train, where they discover that Agares has kidnapped satellite programmer Irina Mikhailova and forced her to reprogram the stolen weapon.
The agents rescue Irina, defeat the General blocking their exit, and use her expertise to locate Agares headquarters. Racing to stop the satellite before it is handed off to a waiting submarine, they fight through the base and confront the Agares Ringleader — who plans to destroy CMF headquarters with the reprogrammed satellite. After his defeat, the Ringleader triggers the base's self-destruct and escapes in the submarine. If the player succeeds in the final quick-time event, Howard and Jean use the satellite against the submarine, destroying it and eliminating the Ringleader for good.