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.