- The chapter will open with a cut-scene depicting the Mars family on an outing to a shopping mall.
- After this opening cutscene the player takes control of Ethan Mars.
- Using R2, the player must follow Jason Mars, who has began to walk off unattended. Additionally, the 'X' button can be used to call out Jason's name, albeit to little effect.
- Jason will stop in proximity to a clown-dressed balloon vendor.
- Approach him and use the on-screen prompt to trigger a cutscene in which Jason will ask his father to buy him a red balloon. The vendor will then ask Ethan to pay $2.
- Follow the on-screen commands in order to find Ethan's money and pay the vendor. Meanwhile though, Jason can be seen walking off in the distance.
- This will trigger a cutscene in which Grace explains how crowded the shopping mall is becoming. Having noticed that Jason is not present, she asks Ethan about his whereabouts. Ethan will then explain he'll try to find him.
- Use R2 to push through the crowd towards the escalators which are located around the corner to the left. Proceed downstairs to the ground floor.
- If needed, use L2 to see Ethan's thoughts. Amongst them he will recall the red balloon, which can used as an identifier to find Jason.
- Immediately after leaving the escalators, walk forward towards the large group of balloons causing them to rise. From this point onwards the camera will automatically locate red balloons within Ethan's immediate environment.
- Work your way through the crowd to the first red balloon. A cut-scene should start in which Ethan mistakes the identity of a small boy for that of his son's.
- Guide Ethan, towards the mall's entrance. Where a red balloon can be seen in the distance, crossing the street.
- After walking to the large entrance doors, a cut-scene should initiate. Ethan will call out to Jason who, upon hearing his father, will proceed to turn and run across the street, back to the mall. However, Jason fails to realize he has stepped out in front of an oncoming car. Ethan, realizing this mistake, throws himself in harm's way in a desperate attempt to save Jason from harm.
- The chapter comes to an end with Grace running towards the scene of the accident, crying, and the red balloon slowly floating away into the sky...