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.

Traveling by coach to Axel, Megumin and Yunyun's peaceful journey is interrupted by a string of suspicious monster attacks.

A high-ranked demon has begun lurking the woods near Axel, and the local adventurers--including Megumin and Yunyun--are trying to do something about it.