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 an ancient practice known as the Art: he can create links to different worlds, called Ages, by writing special books. This ability is by an ancient civilization known as the D'ni, whose society crumbles after the D'ni city is devastated by a plague. Atrus calls the Stranger to his home to display his newest Age, Releeshahn, which Atrus has designed as a new home for the D'ni survivors.

As Atrus is preparing to leave for Releeshahn, a mysterious man appears in Atrus' study, steals the Releeshahn book and leaves behind another. Following the thief, the Stranger arrives at J'nanin, an Age that Atrus had written long before as a way to teach the Art to his sons. Because the thief has caused considerable damage to the J'nanin book, Atrus cannot accompany the Stranger.