After the last chapter (which introduced the characters and was a gameplay tutorial), Ethan Mars and his family go to a bustling mall. However, the storyline of Heavy Rain is set in motion when a major event happens at the mall.
The chapter opens with the Mars family on an outing to a shopping mall. Playing as Ethan, the player takes charge of Jason at Grace's request whilst she and Shaun buy shoes. It is during this short conversation that Jason begins to wander off.
By guiding Ethan around the mall, the player can locate Jason near a balloon vendor, dressed as a clown. Ethan tells Jason not to wander off like that then buys him a red balloon. While Ethan pays for his purchase, Jason deserts his father once again. Alarmed, Ethan starts to search for Jason and runs into Grace, who is concerned by how crowded the mall is. Ethan tells Grace that Jason wandered off, then tells her to stay put with Shaun while he finds Jason.
Using the balloon as a way of identifying Jason amongst the rapidly growing crowd, the player must guide Ethan to a series of red balloons found within the environment. To Ethan's dismay, none of them belong to Jason.
Pushing through the crowds one last time and nearing the exit, Ethan sees Jason's balloon outside and across the street. Ethan calls out to Jason, who turns and starts to walk toward Ethan. Ethan sees an oncoming car and tries to stop Jason. Ignoring or not hearing his father's warning, Jason charges forward. Ethan races to save Jason; he manages to grab his son and pull Jason toward him as both are struck down by the car. Grace arrives in time to see Jason and Ethan struck; as she drops to her knees and begins to cry and shout Jason's name repeatedly, Shaun looks on shocked and slack-jawed. The camera follows Jason's red balloon as it rises into the sky and the chapter ends.
- Main article: /Walkthrough
* The killer is not visible in the footage shown during this chapter, but it is revealed in the final chapter that he is a member of the crowd watching as Ethan and Jason are hit.
- David Cage based this chapter on one of his real life events, when he, his wife and his child were in a shopping mall and their child was lost.
- The scene in "The Mall" spawned the popular internet meme "Press X to Jason."
- The car that hits Jason and Ethan is a 2006 Chevrolet Impala.
- The events in this chapter result in Ethan developing agoraphobia, a paralyzing fear of public places.
- Some people are confused as to how exactly Jason died; in the scene in which the car hits him, Ethan successfully grabs Jason and pulls Jason toward himself, evidently putting himself between Jason and the car. It is never explicitly stated that Ethan's actions directly or indirectly caused Jason's death but it is a possibility, particularly if Jason hit the pavement and Ethan's larger frame was thrown against the boy by the impact.
Chapters played as Ethan (in chronological order) - Prologue | The Mall | Father and Son | The Shrink | The Park | Where's Shaun? | Paparazzi | Lexington Station | The Motel | The Bear | The Butterfly | The Lizard | Fugitive | The Shark | On the Loose | The Rat | The Old Warehouse
Chapters played as Scott (in chronological order) - Sleazy Place | Hassan's Shop | Suicide Baby | A Visitor | Kramer's Party | The Golf Club | Manfred | Eureka | The Cemetery | Flowers on the Grave | Trapped | Face to Face | Hold My Hand | Origami Killer
Chapters played as Norman (in chronological order) - Crime Scene | Welcome, Norman | Kick Off Meeting | Nathaniel | Covered Market | Shrink and Punches | Jayden Blues | Under Arrest | Mad Jack | Fish Tank | Solving the Puzzle | The Old Warehouse