Shun is a transfer student who can't seem to adjust to his new class and falls into mild depression. However, one day he meets some fellow students by chance in front of a creepy Western-style mansion called the "Jailhouse" which is rumored to be home to a hideous blue monster. Soon, the group of six students, led by Shun and Anna, become trapped inside and desperately attempt to escape before the monster finds them.

In a brutal war between devils, hunters, and secret enemies, a mysterious girl named Reze has stepped into Denji's world, and he faces his deadliest battle yet, fueled by love in a world where survival knows no rules.