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.

As the day of both their graduation and the awakening of the Dark God seem to draw ever closer, Megumin gets the feeling Yunyun is keeping secrets from her.

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