Ever since moving to an in-game world after countless hours of VRMMO grinding, Yuna now calls Crimonia—the city where she started—home. While maintaining her reputation as a renowned adventurer, she continues to manage her businesses; but most importantly, Yuna spends time with the people she has grown to love. Nevertheless, this world has a lot more to offer the carefree adventurer. It is up to Yuna to discover these wonders, and perhaps help more people in need as she encounters their various plights.

After fanatically playing the VRMMO World Fantasy Online for almost a year, the shut-in yet relatively affluent fifteen-year-old Yuna receives a bear costume from the game's administrators. The outfit, while somewhat embarrassing to wear, turns out to have overpowered stats and effects that make her character significantly more powerful. After accepting the bear equipment, she finds herself transported to another in-game world that prevents her from returning to reality. Confused and unable to log out, Yuna sets out to explore this new environment. She rescues a girl named Fina from wild wolves, who then guides her to the city of Crimonia. With her eccentric bear attire, however, Yuna stands out wherever she goes, and alongside her boosted fighting prowess, her reputation quickly rises—to the point that people give her the nickname "Bloody Bear." Undeterred by this change in her life, Yuna decides to take on the role of an adventurer and fully enjoy herself in her new world.

The game and anime follow Kon Hokaze, a boy who embarks on a journey from our world to an alternate world known as Mira, which is full a mysterious energy known as Alma. After saving Princess Ecarlate from attackers, he soon finds himself in the middle of a struggle around Alma.

In the kingdom of Earlshide, Merlin Walford was once regarded as a national hero, hailed for both his power and achievements. Preferring a quiet life however, he secludes himself deep in the rural woods, dedicating his time to raising an orphan that he saved. This orphan is Shin, a normal salaryman in modern-day Japan who was reincarnated into Merlin's world while still retaining his past memories. As the years pass, Shin displays unparalleled talent in both magic casting and martial arts, much to Merlin's constant amazement. On his 15th birthday however, it becomes apparent that Shin only developed his combat skills and nothing else, leaving him with blatant social awkwardness, a lack of common sense, and a middling sense of responsibility. As a result, Shin enrolls in the kingdom's Magic Academy to hone his skills and mature among other teenagers. However, living a normal life is impossible, as he is established as a local celebrity almost as soon as he arrives. Kenja no Mago follows Shin Walford's high school life in the capital as he makes new friends, learns about the world, and fights off the various forces of evil surrounding him and his city.