The story of D.Gray-man takes place on a fictional Earth at the end of the 19th century. The plot mostly centers around Allen Walker, a young boy who is a member of The Black Order; a secretive organization whose members are known as Exorcists. The Order's primary mission is to stop The Earl of Millennium, an ancient being who intends to 'cleanse' the world by destroying all life on it.

Exorcists are specially chosen humans who are gifted with the ability to control and use Innocence, a divine substance created in ages past to combat the Earl. According to the Order's history, at the end of The Great Flood, 109 fragments of Innocence were scattered around the world. Once an Innocence fragment is matched to its compatible user, it can become a weapon or tool for the user to wield in the battle against the Earl.

Throughout the story, Allen is introduced to more Exorcists, including Yu Kanda, Lenalee Lee, Lavi, Miranda Lotto, and Arystar Krory. Assisting Allen and the Exorcists is a team of scientists and handlers led by Komui Lee, a Supervisor of the Black Order and Lenalee's older brother. Allen's master and mentor is the enigmatic Cross Marian, one of the five Exorcist Generals of the Black Order, who at the beginning of the story has mysteriously disappeared. In the course of completing their missions, Allen and his fellow Exorcists are introduced to the other Generals: Kevin Yeegar, Froi Tiedoll, Klaud Nine, and Winters Sokaro.

The Millennium Earl is aided in his plans by The Noah Clan, humans who are direct descendants of Noah himself. Each member of this clan is gifted with great power and each represents a different 'aspect' of Noah. They are identified by their gray skin and line of cross-shaped markings on their foreheads. As the story progresses, the members of the clan are revealed: Road Kamelot (The Dreams of Noah), Tyki Mikk (The Pleasures of Noah), Jasdero and Debitto - Jasdebi (The Bonds of Noah), Skin Boric (The Wrath of Noah), and Lulubell (The Lust of Noah).

The Earl also utilizes an army of demonic creatures called Akuma to do his bidding. Akuma are created by taking advantage of someone's grief over the death of a loved one. The Earl tricks individuals into bringing their loved one back to life through a skeletal 'doll,' only to have that doll kill them and turn them into an Akuma with the soul of the dead loved one trapped inside. Akuma are able to evolve and with each new level grow more intelligent, powerful, and sadistic. Since Akuma can impersonate humans to blend in with people, Exorcists are routinely assigned to track down and eliminate them. Allen is the only exorcist able to actually see past an Akuma's disguise.