After an explosive encounter with a powerful magic user, Megumin informs her parents that she wants to study explosion magic at the Crimson Demon magic academy called the Red Prison.

With Komekko missing and monsters running amuck, everything Megumin and Yunyun have learned is put to the test.

Megumin has become acquainted with Father Zesta of the Axis Sect, just in time for him to be arrested thanks to a letter delivered by Yunyun. Can the two Crimson Demons repay his hospitality by proving his innocence?

The demonic Host continues the search for his master, and Megumin may be the only one who can keep him from destroying Axel in the process.