Alexander's Big Secret appears before the player as an interactive novel with a deep mystical plot and an alarming atmosphere of inevitable danger. This is the second part of the exciting Demonologist series, in which the action takes place in a railway express called Anticipation. The main character is called Sasha, and he makes his journey in this old train through the winter locations of the mysterious Chernozemye region. The character has to travel through 6 stations, and he can choose the final stop. The ending of this story depends on the route. There are 26 of them in total, and only 5 of them can rightfully be considered positive.

In the game Alexander's Big Secret, as you progress through the storyline, you need to communicate with fellow travelers who will tell you funny stories and reveal the secrets of their fate if you ask them persistently enough. The possible ending will be influenced by the hero's actions, as well as the lines chosen in conversations. During a stop at the station, Sasha can go out onto the platform to learn something new about the Black Earth Region from the residents of local villages. The player will have a constant feeling of impending danger, which will only intensify towards night, since at this time the evil spirits inhabiting these lands begin their hunt.