The game takes place in a world of elves, monsters, and wizards. In the distant past the continent of Ragnoa had been united by a legendary king. After his death a series of wars broke out, resulting in creation of six smaller kingdoms.

Shortly after that a demon army appears and attacks one kingdom after the other overrunning most of Ragnoa. In this dire situation various kingdoms' queens gather in the kingdom of Raudhia which has been least hit by the demons' attacks.

Princess Concerto's protagonist is Alfred, the youngest of Raudhia's three princes. The polite young man is a pacifist and tends to be indecisive. However, in the face of demons' attack, Alfred eventually decides to throw himself into the epic battle against the forces of evil. In his struggle he will receive support from the princesses of all six kingdoms.

[Edited from psxdatacenter]