In Mystery Express, players board the famous Orient Express in Paris just as a murder occurs. The rest of the trip - through Strasbourg, Munich, Vienna, Budapest, and Istanbul - is consumed with determining the who, what, when, where, and why of the crime. This game explores the more analytical side of the "whodunit" genre, rewarding a logical and more precise approach to solving the crime.

Players use their special powers of deduction, information gleaned from other passengers (and the conductor) in the train cars, and investigative actions to determine the exact circumstances of the murder. The player who correctly identifies the most elements of the crime by the time the train reaches Istanbul wins the game.