Paatal Lok features Cheeni, a transgender woman, whose character arc is central to the plot. The series empathetically portrays her complex life, highlighting the severe societal prejudice and violence she endures. While her story is tragic, the narrative critiques these external forces, affirming the worth of her life and identity by giving her a significant, dignified portrayal and seeking justice for her.

The film critically portrays Hindu nationalist groups and their political manipulation of religious sentiment, depicting them as oppressive, hypocritical, and instigators of communal violence. It highlights the negative societal impact of weaponizing religion for power.

The series portrays Muslim characters, notably Inspector Imran Ansari, with dignity and moral integrity, highlighting their professionalism and personal struggles. It condemns the communal prejudice and violence faced by Muslims, positioning the audience to sympathize with the victims of bigotry.