Legend of Kay puts players in control of Kay, a young cat who also happens to practice martial arts. Legend of Kay features a flurry of action that recreates the feel of classic martial arts movies. Players must master an advanced close combat fighting system that is an explosive mix of kung fu moves and weapon attacks. The battles will not be so easy however, as the onslaught of enemies that Kay must face are also armed with weapons and clever moves of their own.
- Kay - A fearless young orphan who spends most of his time in the martial arts school training with his mentor, Master
- Su Ling - Kay's best friend and fellow feline who trains alongside him as the Master's only students
- Master - A seemingly old fox who guides Kay and Su Ling in their training; many years ago, he was the most skilled fighter on all of Yenching and he uses his quick wit and experience to stun his enemies
- Emperor Shun - The king of an evil gorilla army who has partnered with the Clan of Rats to take over the island of Yenching
- Tak - This devious king of the rats had been exiled from Yenching long ago but has joined forces with Shun's armies in order to return and carry out a fiendish plan