Secret Investigation Record is based on cases detailed in the Annals of Joseon History with a bizarre twist; these incidents incorporate mysterious, supernatural elements that cannot be explained through science. Kim Hyung Do is an inspector of the state whose single-minded focus on his investigations into administrative misdeeds bring him into direct contact with these strange mysteries. Heo Yoon Yi is a government employee who aids him and attempts to understand these scientific impossibilities with an open mind, in contrast to his cynicism.