Megumin has finally achieved her dream of learning Explosion magic, but it takes more than massive eruptions of power to make a living. Saving enough money to set out on her journey might take longer than she ever thought.

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?

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