With a world on the brink of destruction and all hope seemingly lost, Lucina and several other children fought to save the world. Unfortunately this was not meant to be as they were heavily outmatched and were unable to hold out for much longer. Doing the only thing they could do they decided to travel to the past and prevent these events from ever happening. With the aid of Naga, the Divine Dragon, they fled to the past through the Outrealm gate to a time before the war, Chrom's death, and the resurrection of Grima, the Fell Dragon bent on destroying all of humanity. Unfortunately, Lucina was followed by Grima in an attempt to stop her, and although he was greatly weakened during the travel, he wouldn't make her task any easier.
Wearing a mask she received from Gerome in order to hide her Brand of the Exalt and passing herself off as a boy, she emerged from the Outrealm gate and appeared before Chrom and Lissa, who were under attack by Risen––undead minions of Grima––where she then shielded Lissa from an attack. Together, she and Chrom defeated it. When more appeared and the battle began she disappeared, and Chrom and Lissa were reunited with Frederick and Robin to combat the remaining Risen. Once they succeeded she appeared again and introduced herself as "Marth", and warned them that the world teetered on the brink of a horrible calamity and that what happened that night was but a prelude of things to come. With that said she took her leave of them, leaving them to ponder the meaning of her words.
After the tournament in Regna Ferox she appeared before Chrom yet again. This time in Ylisstol while he was speaking with Robin. Curious as to how she had gotten inside the castle she told him that she had gotten in through a cleft in the wall behind the maple grove that Chrom had accidentally made while training the Shepherds. Assuring that his secret is safe with her she warned them that exalt Emmeryn's life was in danger and that she would die that night if nothing was done. When Chrom didn't believe her she was not surprised. She drew her sword, telling him she was about to save his life as proof that what she said was true. An assassin then jumped from the bushes and Lucina killed him in one swift strike of her sword. Now convinced, Chrom attacked the second assassin that had caught Lucina off guard. If not for her slipping on the first assassin's weapon she would have likely been injured––or worse: killed. Unfortunately her mask had been sliced in two, revealing to Chrom that she was a woman.
Chrom: Wait, you're–– You're a woman?
Lucina: And quite the actress, too. Honestly, I'm surprised you didn't figure it out until just now.
– Chapter 7: Foreseer
An explosion was then heard, causing them to hurry toward the castle only to discover the castle had been infiltrated and was filled with assassins with the intent to kill Emmeryn and steal the Fire Emblem. As Chrom's forces took on the assassins, Lucina was charged with protecting Emmeryn's room and ensuring her safety. When the assassins were defeated and Emmeryn safe, Lucina took her leave of Ylisstol, but not before being met by Chrom. After they exchanged words Chrom asked her if there was any way he could repay her for saving his and his sisters' lives. Smiling, Lucina told him that his offer was reward enough and that she got what she came for: the rewriting of history where Emmeryn is not killed, nor the Fire Emblem stolen as both would lead to a great war and the end of mankind.
Unfortunately time seems to have this thing of favoring its original course and it would not allow this to happen. Emmeryn was still to die anyway, but through a different means. While it would not be by the hands of assassins, she would be captured and sentenced to death by the mad king of Plegia, Gangrel. When Chrom had gone to Plegia in order to rescue her he is forced to choose between his sister's life and the Fire Emblem. So that Chrom would not have to choose she sacrifices herself by falling to her death in order to protect her siblings, and perhaps even bring peace to the people of Plegia. When Lucina finally arrived she found herself to be too late, fearful that her dark future was written as it was once more.
Lucina: No! No... I'm too late... Our bleak future is written once more... And darkness awaits us all.
– Chapter 9: Emmeryn
Two years later, when a new threat arose from the continent of Valm, Chrom sought aide from the new king of Plegia. Another attempt is then made on Chrom's life. This time from a surprise attack by a Risen assassin. From seemingly out of nowhere Lucina would appear to protect him from the fatal blow; the name "Father" escaping her lips. Realizing what she had said the two spoke privately. Although Chrom did not wish to pry, Lucina decided it best he knew the truth, about her and her mission. Telling him only to look into her eye Chrom knew right away that she was his daughter when he saw the Brand of the Exalt on her left eye; the same mark that was found on his newborn baby girl. Apologizing to her, Lucina is then overcome with emotion, crying in her father's arms.
After she settled down and spoke with her mother, who had come to see what was happening when the two of them were gone for so long, she revealed the future to them, a time where everyone is dead, and death and destruction reign. Even though it seemed like a difficult story to believe, Chrom believed her and trusted in what she said. After a heartfelt hug with her mother, Lucina decided she could no longer do things on her own and continued her mission with Chrom and company in order to save the world.