Jericho's core gameplay consists of leading the game's seven-man team codenamed Jericho, allowing control of all team members by jumping to each character during certain points in the game, through various environments that have been warped by the Firstborn while fighting off a variety of twisted creatures.

Premise Certain depictions and ancient scriptures dictate a being created by God in His own image before the creation of Adam and Eve; according to legend, this being was abandoned by its own Creator. Called the Firstborn. God was so disturbed by what He created that He banished it into the Abyss. God then started anew and went on to create mankind, giving the species two sexes, feelings, and love. The Firstborn, too powerful for even God to keep from breaking into the mortal world, would make seven attempts to escape, each time taking back a piece of the earth to add to its domain and each time sent back to the Abyss. Fragments of time and space would form layers around this domain, linked to this world in the city Al Khali. These layers would entrap pieces of history within its walls, from the time of the ancient Sumerians to World War II. Over time, other great conquerors and civilizations would arrive to claim the city as their own. Eventually, the city was forgotten and buried by the sands of time. The Department of Occult Warfare was created in the 1930s to combat the supernatural and unexplained. Another purpose was to meet Nazi Germany's own research into the paranormal. One of their most brilliant members, Arnold Leach, was recruited in 1962. However, his unscrupulous behavior and nature would eventually have him expelled. He was marked for assassination, and although the operation appeared to be successful, it seems that he may have survived. The Jericho Squad is sent to Al-Khali to prevent Leach from opening the breach and unleashing the Firstborn upon mankind once again.