Ten days after lawyer Anne Dragsholm was found dead at a WWII memorial, the police have her husband in custody for her murder. But the chief of investigation calls on Sarah Lund, who has transferred away from the crime squad, to return to Copenhagen to look over the case. Meanwhile, a young politician is made minister of justice after his predecessor is incapacitated, and a convict seeks parole from a detention facility to be with his wife and child

Sarah Lund officially joins the investigation into the murders of Anne Dragsholm and soldier Allan Myg Poulsen, who was found butchered in a warehouse. A published video of the captive Dragsholm suggests the assassinations are acts of terrorism, and the police look into links with Islamic extremists. At Parliament the case puts new minister Buch's terrorism legislation in jeopardy when the government's right-wing partners demand a tighter grip on extremism. Prisoner Jens Peter Raben takes matters into his own hands after being denied parole.

While intelligence services insist that the investigation should focus on possible terrorism links, Raben's escape strengthens Lund's interest in his links with the victims. Raben himself seeks information from other old army buddies. Buch is hit by the revelation of a secret memo about the Dragsholm murder, and the actions of the former minister come into question.

The murder of another former soldier, David Grüner, prompts inquiries into his and Raben's army squad and a particular event during the group's Afghanistan mission a few years before. Lund and Strange track down one of the remaining members in a remote Swedish island. Buch is under pressure from above to cave to the right wing's demands about banning Islamic organisations, but new information about former minister Monberg's relationship with one of the victims makes him weary of acting too hastily.

The police investigation comes under fire after soldier Lisbeth Thomsen was killed by a bomb planted in her boat, but Brix keeps Lund and Strange on the case. They try to learn the truth about the Afghanistan mission and pay a visit to the mother of a fallen soldier who may be connected to the case. Buch causes scandal when he interrupts his own press conference, and the prime minister wants him to come up with answers. Raben remains on the run, but seeks help from his former comrade the chaplain.

Lund demands that the grave of the dead soldier Per K. Møller be dug up, but her theory that the coffin is empty is proven wrong. She is suspended from the investigation and takes time to attend her mother's wedding until developments bring her back into action. Buch brings his assistant Karina Munk back after she resigned, despite permanent secretary Plough's objections. They pay a visit to former minister Monberg, who has gained consciousness at the hospital, to find out what he knows about the ongoing case.

After finding the chaplain assaulted in his church Sarah Lund chases the offender, but ends up battered in an alley. She is brought back in charge of the investigation. Monberg has taken his own life shortly after his confrontation with Buch. Buch comes about a previously unknown medical report and decides to challenge his colleague the minister of defense over his secrecy. Raben continues his rogue investigation and tracks down a former soldier who he believes to be responsible for the Afghanistan incident.

Jens Peter Raben has been shot by Strange during an escalated situation where Raben seemed to recognize Strange. Raben survives, and Lund finally has the chance to interrogate him. She finds herself investigating her partner's past in the military, but also uncovers a soldier's video diary that leads to a new suspect. At the barracks Colonel Jarnvig begins to consider the possibility that Raben's version of events in Afghanistan might be true. And after a week in the job Buch faces forced resignation, but finds help from an unexpected source.

Thomas Buch has refused to resign and calls a party meeting to challenge the authority of the prime minister. He finds an unexpected ally in the minister of defense. Lund and Strange head to Afghanistan to seek out Frederik Holst, a doctor with a grudge against Raben and his squad. They also decide to visit the house where a family was allegedly killed while the Danish soldiers were there. Back in Copenhagen, Brix organizes a search of the army barracks and finds a locker full of incriminating objects.

Lund and Strange return from Afghanistan with their findings, though Brix has become convinced of the guilt of officer Bilal, who has run away with Louise Raben as his hostage. Buch has been held overnight by the police, but returns determined to bring down the government he is part of. Secrets are uncovered at the ministry and in the military, revealing a conspiracy to conceal vital information. Lund puts together some pieces of her own, and it comes to a lethal confrontation with the killer.