Rei Suzumura continues to hunt Horrors in a certain city. One day, he meets a young woman in love with photography, Alice Hiromi. After witnessing Makai Knight ZERO in action, she develops an interest in Rei. Meanwhile, a carriage crosses a far away bridge. The carriage contains a coffin in which a man lies. That man is none other than the Dragon Knight, who used the power of Dragons to hunt Horrors.
