In an interview with Famitsu Weekly, Tetsuya Nomura, the director of the Kingdom Hearts series has revealed that the story of Kingdom Hearts Unchained χ will connect with the story of Kingdom Hearts III. You can read a translation of the interview below thanks to misomilk on Tumblr.
— In terms of story, since KHX was released first, KH Unchained X will simply do catching up, right?
Nomura: Yes. Just that, KHX’s story will continue moving, so it will take quite some for Unchained X to catch up.
—We look forward to how KH Unchained X’s story links to KHIII.
Nomura: That’s right. It’s connected to KHIII. It’s the oldest of tales in the series. Sora and co haven’t even been born yet.......................... The events [in these two games] happen at a time far long past. Regarding a new keyword related to KHIII, if you play KHX and KH Un X it might make you go “Oh?” We keep thinking of ways in order to make players think “I’m glad I played this”.
— So this keyword is significantly related to KHIII.
Nomura: If I explain that, I’ll have to touch on KHIII’s story, so… (bitterly laughs). I’ll say what I can without spoiling anything. KHX’s main story doesn’t reach KHIII’s timeline, but there are some pieces you pick up, and those pieces will be what pushes the plot forward from here onwards. Either way, experiencing the story you’ve gone through KHX in KH Un X again will—
— Again? You said earlier you want players to “get the sense of being in the same world,” but had that implied that “KHX” and “KH Unchained X” are different worlds?
Nomura: I do wonder (laughs). An upcoming KHX story might give you the hint. We’ve set up KHX’s story to deliver it powerfully, so please look forward to the story’s progression from here forward. Now, KH Un X’s story is fundamentally the same as KHX’s, of course, but since they are two games, we’re setting up ways so you’d like to play both.