Detective Chief Inspector Sarah Lund is looking forward to her last day with the Copenhagen police force, planning to move to Sweden with her fiancé and transfer to the Swedish police. However, everything changes when a 19-year old woman, Nanna Birk Larsen, disappears only to be found raped and brutally murdered. Along with her colleague, Detective Inspector Jan Meyer, Sarah is forced to head the investigation as it soon becomes clear that she and Meyer are chasing a very intelligent and dangerous murderer. Meanwhile, local politician Troels Hartmann is in the middle of a hard-fought mayoral campaign when evidence links him to the murder, adding a political thread and further intrigue to the storyline. At the same time, the girl's family and friends struggle to cope with their loss. Over a span of 20 days, suspect upon suspect is sought out as violence and political pressures cast their shadows over the hunt for the killer.

After the resolution of the Larsen case, Lund is demoted and works as a passport officer in the southern town of Gedser. Ulrik Strange, a detective from Copenhagen, visits Lund on behalf of her former boss, Lennart Brix, and asks for her help in solving the murder of military legal adviser Anne Dragsholm. Dragsholm was found murdered at the memorial for executed members of the Danish resistance in Ryvangen Memorial Park, tied to a replica of an execution post used by the firing squads of the German occupying power. Despite initial uninterest, Lund joins the investigation and comes to suspect that the murder is not as straightforward as it seems, despite the forced confession of Dragsholm's husband. Meanwhile, Thomas Buch, the newly appointed Minister of Justice, suspects that his predecessor was involved in the cover-up of a massacre of Afghan civilians by Danish soldiers, and that this incident is connected with Dragsholm's murder.

This final series of Forbrydelsen explores the global financial crisis as the ostensibly random murder of a sailor leads Sarah Lund through the financial community. Lund has ambitions for promotion and a new lifestyle, but at the same time is struggling to maintain a relationship with her son Mark. Through the investigation she finds herself thrown together with a former lover, Mathias Borch, who now works for Special Branch.