The game is set in an urban world called New Eridu, which is implied to be one of the few, if not only, human settlements in the world of Zenless Zone Zero.
The players and player characters of Zenless Zone Zero are called Proxies. Proxies in Zenless Zone Zero serve as guides and bodyguards for individuals entering the Hollows.
There is a female Proxy (Belle) and a male Proxy (Wise) for players to choose from. The Proxies are introduced as siblings and co-owners of a movie store called Random Play.
Zenless Zone Zero currently has five known playable factions which compete for Ether. These are Belobog Heavy Industries, Gentle House, OBOLS Squad, Victoria Housekeeping and Section 6.