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.

After finally arriving in the city of water, Arcanretia, Megumin is once again having trouble saving up for the next leg of her journey. But she may have found an unexpected source of help in the Religious Order of Axis.

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.