Although they share a setting and characters, the games have different storylines. The events of LEGO City Undercover: The Chase Begins take place two years before the events in LEGO City Undercover and detail the events leading to Chase McCain's first capture of Rex Fury. LEGO City Undercover details McCain's return to LEGO City after a two-year absence, and his attempts to once again capture Rex Fury, who has recently escaped from Albatross Prison.
In both games McCain's pursuit of Rex Fury leads McCain to go undercover, where he makes use of a variety of disguises. These disguises grant McCain useful abilities which aid him in overcoming obstacles.