Satou Kazuma, the leader of a party of adventurers in a fantasy anime world called "KONOSUBA," possesses normal spells like Fire and Water, as well as a unique ability called "STEAL," which allows him to acquire items based on his luck. Kazuma is depicted as a brown-haired, intelligent, and somewhat cocky character, who can be pervy and desperate at times. Although he is skilled and fortunate, his potential is seen as lacking. He can steal weapons, items, and currency from men, but when trying to steal from women, he often ends up taking their panties.

His adventure party consists of Aqua, Darkness, and Megumin. Aqua is portrayed as a useless goddess who is more of an idiot despite having infinite potential. Darkness is a tank knight who enjoys pain and exhibits a dramatic and pervy personality while being strong-willed and confident in her role. Megumin is an Arch Wizard with explosive magic power, but her low mana means she can only use her powerful magic once before being unable to walk for a while. Players can choose to be any of these characters or create their own original character (OC) for enjoyment.