Six years after the events of The X-Files series finale, former FBI agent Doctor Dana Scully is now a staff physician at Our Lady of Sorrows, a Catholic hospital in Seattle, and treating a boy named Christian who has Sandhoff disease, a terminal brain condition. FBI agent Drummy arrives to ask Scully's help in locating Fox Mulder, the fugitive former head of the X-Files division, and says they will call off its manhunt for him if he will help investigate the disappearances of several women, including young FBI agent Monica Banan. Scully agrees and convinces Mulder who is living in a nearby small home, bearded and clipping newspaper articles about the paranormal to help, despite Mulder's initial misgivings that this is an FBI trick to capture him.
The duo is taken to Washington, D.C., where Agent Dakota Whitney (Amanda Peet) wants Mulder's expertise with the paranormal as they have been led to a clue by Father Joseph (Joe) Fitzgerald Crissman (Billy Connolly), a priest defrocked for pedophilia who claims God is sending him visions of the crimes. Mulder wants to believe the man, but Scully is disgusted by Father Joe's past and disregards his "visions".
Whitney and Drummy take Father Joe and Mulder to the kidnapped Banan's home in snowy Montana, where the former priest overcomes the others' skepticism when, in anguish and on his knees in pain, he begins bleeding from the eyes.
That evening, a second woman, driving home after swimming in a natatorium, is run off the road by Janke Dacyshyn (Callum Keith Rennie), a snowplow driver who then smashes the window of her wrecked car and abducts her.
The following morning, Scully and Mulder, in bed together and briefly mentioning "our son" (the otherwise unmentioned William, birthed by Scully in the television series), discuss both the FBI case and that of Scully's patient. Scully mentions that the severed arm found by the FBI and Father Joe Crissman in a field, contains traces of an animal tranquilizer called Acepromazine. This new clue energizes Mulder into pursuing the FBI case further. He shaves his beard and leaves to visit Whitney. Father Joe is recruited for help with the second abducted woman. After a grueling nighttime search in the snow, he leads the FBI to what turns out to be a frozen burial ground of people and body parts. Scully is frustrated by Mulder's seeming obsession with finding these women, telling him that his sister is dead no matter what he does. Mulder pushes on, trying to ignore her. Father Joe then tells Scully, "don't give up."
Analysis of the remains eventually leads them to Dacyshyn, an organ transporter in Richmond, Virginia, and his husband, Franz Tomczeszyn who was among the youths Father Joe sexually abused. During an FBI raid on the organ-donor facility where Dacyshyn works, Dacyshyn escapes, leaving behind Banan's severed head. Mulder, who accompanied Whitney on the raid, chases Dacyshyn to a building construction site. Whitney follows, and is killed when Dacyshyn pushes her down a shaft several stories high. He then escapes again.
Scully, at the hospital, wants permission from Christian's parents to do a radical and painful experimental stem-cell procedure that may be their boy's last hope. Father Ybarra, head of the hospital, wants Christian removed to a palliative-care facility to live his remaining days, but Scully angrily insists she is the boy's physician and the choice is up to the parents.
Torn between her faith in God and the unfairness of a young boy dying, Scully goes to Father Joe's apartment to confront him about his religious visions. She asks him what he meant by "don't give up." He tells her that he doesn't know what he meant. To her despair, he says he knows nothing more about these visions than what he has told the FBI, and collapses (Father Joe suffers a seizure, and we are shown that Tomczeszyn is suffering a seizure at the same moment). Scully calls for an ambulance, and later learns that Father Joe, who is admitted to Our Lady of Sorrows, suffers from advanced lung cancer. Scully, seeking resolution, asks him if Banan is still alive. Father Joe says "yes".
With Mulder's handling of Father Joe having helped break the case, Scully says Mulder with whom she says she fell in love at some unspecified time should end his involvement, and that she cannot be with him if he continues exploring "the darkness." Mulder, regardless, takes Scully's car to go investigate further. At Nutter's Feed Store in a small town near the abductions, he asks whether anybody has recently purchased animal tranquilizer. While showing the shopkeeper a picture, Dacyshyn coincidentally arrives and Mulder slips out and follows Dacyshyn's snowplow out of the town. On an isolated road, Dacyshyn surprises Muldder, crashes into his car and pushes it off an embankment. Dacyshyn soon afterward abandons his snowplow when it stops running. Mulder crawls from the wreckage, starts down the road, and stops at a small compound where many dogs are barking a major detail of Father Joe's visions. Mulder enters, and the commotion caused by a two-headed guard dog's attack brings Dacyshyn out from one of the building's where a makeshift Eastern European medical team is attempting whole-head transplants in order to place Tomczeszyn's head on the body of the second abducted woman. Mulder tries to save her, but a doctor comes from behind and injects him with Acepromazine. Mulder is now helpless, and is taken outside to be murdered by Dacyshyn.
When Scully cannot reach Mulder on his cell phone, she calls her old FBI superior, Walter Skinner, for help. They triangulate the phone's location and find Scully's wrecked car. Scully and Skinner find a rural mailbox whose address corresponds to a Biblical chapter and verse Father Joe had told Scully. They race to the address, where Skinner breaks up the medical procedure before the young woman is beheaded, and Scully rescues Mulder from being axed to death by Dacyshyn.
Later, Mulder is back at home, where Scully tells him that Father Joe has died. Mulder points out that Father Joe died at the same moment that Tomczeszyn's severed head died due to lack of blood flow to the brain. Somehow, he surmises, the two men's fates were linked by more than just visions. Scully is still troubled by Father Joe's advice to her, "don't give up." Mulder comforts her by telling her to ask herself what Father Joe could have meant by such a statement. Scully says that she is having doubts about Christian's surgery, saying that she is "putting that boy through hell" due to the words of a pedophile priest. Mulder tells Scully that if she goes into that surgery with any doubts, then she should call it off. Scully walks to the operating room, past Father Ybarra and Christian's parents. With everyone looking over her shoulder, a nurse asks Scully if she is ready to begin. Scully thinks for a moment, looks at Christian, and simply replies "yes."
In a post-credits scene, Mulder and Scully are seen together in swimsuits on a boat in a tropical ocean, casually rowing towards an island. The scene is shot from a helicopter whose shadow is visible to the audience.