In a dream, Baku somehow becomes a fugitive criminal. When he encounters the Bomb Nightmare, he transforms into Zeztz, but the Nightmare escapes. One night, Baku is suddenly summoned by Zero, who gives him an order to "infiltrate other people's dreams and prevent the Nightmare's nightmares before they happen." This means that he has to stop that bomber... Baku's mission to protect his "dream master" begins!