Set in the near future, Stolen stars a cat burglar named Anya who stumbles upon a conspiracy that threatens the entire city.

The unique feature of Stolen among the other games in the stealth genre is the pacifism of the player's character Anya Romanov, a high-tech cat burglar, as she never kills anyone (well, at least until the very end of the game, when she apparently makes exception for the evil ninja chick Breeze).

Anya carries a wide variety of high tech gear with her on a job, from electronics scramblers to remote activated noise makers. She is also highly athletic, and can climb along railings as well as fight hand-to-hand. As befitting her profession she is also a skilled thief, and can pick locks, crack safes, and pickpocket guards. Every guard in the game is carrying a unique piece of loot, so the persistent gamer can be rewarded with a full list of collectibles at the end of the game.