The paranormal thriller is a subgenre of thriller that combines traditional features of the thriller genre with those of Gothic horror. Paranormal thrillers often feature a villainous mastermind who has committed heinous crimes, and there is frequently a “personal stake” moment in which the protagonist discovers that they have a personal reason to pursue the villain. In Murder Road, April commits to finding the Lost Girl’s killer when she realizes that her relationship with Eddie is at stake, and for Eddie, this moment comes when he discovers that the Lost Girl, Shannon Haller, is his biological mother. St. James uses and subverts the villain convention in Murder Road as the perceived villain shifts from the Lost Girl to John Haller, the man who killed Shannon and thus created her ghost, the Lost Girl.

In Murder Road, the apparent villain and the protagonists share the same goal: Protagonists April and Eddie are driven to solve the mystery of the Lost Girl’s identity, while the Lost Girl haunts Coldlake Falls because she wants her story to be told. This too is a convention in paranormal thrillers and many kinds of ghost stories—the ghost appears to act out of pure malevolence, but in fact, what they want is for their identity and that of their killer to be revealed.