As with many games, if the player fails to succeed under given circumstances, they are treated to the Game Over screen. The method for which a Game Over is achieved varies with the episode, but generally involves the fall of the main protagonist(s).
A Game Over may also occur in the 4th chapter, in the city of Tetyth if a player fails to escape the rising water level within 50 turns.
In Knights in the Nightmare, a game over will occur under the following conditions:
- The heroine's VIT is reduced to zero (0).
- All allied unit's VIT are depleted to 0.
- The turn limit is exceeded.
On the Game Over screen, the player may choose one of three options:
- Retry: Return to the first turn with enemy HP as it was. Experience Points are retained.
- Restart: Completely redo the scene from the beginning.
- Title screen: Return to the Title.
In Gungnir, when the chosen Ace is killed or expelled from the battle field in any way, the mission ends and the game is over. There are also other special circumstances under which a game over can occur, such as the death of an escort unit. Upon receiving a Game Over, the player is presented with three options:
- Retry: The scene will resume where it left off before the Game Over occurred. Enemy positions, HP, masteries, and level ups carry over, but this detracts from the overall Gold reward when the scene is completed.
- Restart: The scene will start over completely.
- Return to Title: The player is taken to the game's Title Screen.