The game is a prequel to LEGO City Undercover and tells the story of Chase McCain's beginnings as a police officer in Lego City. Chase McCain is a rookie cop fresh from the academy who joins the Force of the Lego City Police Department. He must make himself a name in the police ranks as he solves more and more difficult cases.
LEGO City Undercover: The Chase Begins takes place in an open world set in Lego City. Players can use various cars they encounter on the streets, along with police equipment that becomes available as they progress through the game. McCain also has access to different costumes, which must be found first, to acquire new abilities. For example, he can use a crowbar to unlock doors that would otherwise be locked. Additionally, he can master martial arts techniques and parkour skills, allowing him to perform acrobatic stunts like climbing up walls.