F-zero GX introduces a new mode called "Story" where you race as Captain Falcon throughout nine missions.
- Prolouge:Black Shadow's disgrace
- Captain Falcon Trains
- Goroh: The vengeful Samurai
- High stakes in Mute City
- Challenge of the bloody Chain
- Save Jody!
- Black Shadow's trap
- The F-zero Grand Prix
- Secrets of the Champion Belt
- Finale: Enter the Creators
The story starts out with Black Shadow driving down a highway after losing a Grand Prix. Deathborn catches up to him and gives him one more chance to succeed but says it's the only other chance he'll get.