Gale of Darkness takes place five years after the events in Pokémon Colosseum. The story starts off with a massive shadow Pokémon attacking a cargo ship in the middle of the ocean. Turns out that cargo ship was filled with powerful, but dangerous shadow Pokémon. If you played Colosseum, you'll remember that shadow Pokémon are exactly the same as regular Pokémon except that they have "closed the door to their hearts" and have become aggressive toward humans. The group that staged the ship heist is known as Cipher, and as you learn more about them you'll find out that they basically want to collect all the shadow Pokémon to create an army of evil creatures to take over the world. You play as a young boy who also happens to be a gifted Pokémon trainer, so it's up to you to thwart Cipher's plans and purify all the shadow Pokémon.

You'll begin the game with a single Pokémon, Evee, and you'll participate in creature battles with people on the streets, in colosseums, and in enemy hideouts and other areas of contention. Early on, you'll get a device that lets you see shadow Pokémon (as if their shadow attacks didn't give it away). By using that device you can also steal those shadow Pokémon from the trainers you're battling. After catching a shadow Pokémon, you'll need to purify it so that it will open its heart to you and become your faithful companion. You can still purify shadow Pokémon by keeping them in your party and using them in battles, but Gale of Darkness also introduces a new purification chamber that makes the whole purification process much easier.

You can access the purification chamber from any PC in the game, but you have to travel to the Pokémon Research HQ in order to initiate the actual purification ceremony. The purification chamber is basically a series of nine sets of Pokémon arrangements that work to reduce the heart gauge of a shadow Pokémon to zero, at which point they can be purified to become a normal Pokémon. You place the shadow Pokémon on a small circle, and then surround it with up to four non-shadow Pokémon. Based on the Pokémon you use and how you have it arranged, the shadow Pokémon will be purified as it interacts with the creatures around it. You can have nine sets running at a time, which makes it easy to purify your shadow Pokémon in the background as you go about your business.

In addition to collecting and purifying shadow Pokémon, you can also catch wild Pokémon. Don't get too excited though, because it isn't quite like the classic Pokémon games where you could catch any Pokémon you happened to bump into. Here you have to bait the wild Pokémon with treats, then when you are alerted via your PDA that a wild Pokémon is in the area, you can go to that area and battle the Pokémon with the hopes of capturing it.