Saint Seiya: The Sanctuary is adapted from the story of the "The Sanctuary Arc" from the Saint Seiya manga and anime, which is a pivotal event in the early part of the series. The main storyline of the game focuses on the journey of Seiya and the other Saints, warriors who wear sacred armor chosen by various Greek gods to protect Athena, the goddess of peace, from enemies who seek to destroy her.

The story begins with Seiya, who is tasked with protecting Princess Athena from the threat of the Sanctuary Emperor, a group of powerful enemies that relentlessly attack Athena's sacred temple. Along the way, Seiya must battle the 12 Gold Saints, each of whom possesses immense power and is a formidable opponent.

Players take on the role of Seiya or other characters in the Saint Warriors group, such as Pegasus, Phoenix, Cavaliers, and Stella, and must journey into The Sanctuary to help Athena and stop the evil plans of the 12 Gold Saints, who are plotting to destroy the world and the goddess.