Exile begins 10 years after the events of Riven, when the Stranger arrives at the home of Atrus and his wife Catherine. Atrus is a scientist and explorer who has mastered the Art, which allows him to create links to different worlds, called Ages, by writing special books.

This ability comes from the ancient civilization of the D’ni, whose society crumbles after the D’ni city is devastated by a plague. Atrus calls the Stranger to his home to show his newest Age, Releeshahn, which he has designed as a new home for the D’ni survivors.

As Atrus prepares to leave for Releeshahn, a mysterious man appears in his study, steals the Releeshahn book, and leaves another behind. Following the thief, the Stranger arrives at J’nanin, an Age Atrus wrote long ago to teach the Art to his sons, but damage to the J’nanin book prevents Atrus from accompanying the Stranger.