Yumeji Fujiwara is a high school boy with the ability to predict people's dreams or nightmares. Recently, he has dreams of being chased by a weird demon named John Doe. One day, Yumeji meets a strange girl after she falls out of a tree and lands on him. After she leaves to look for her hat, Yumeji finds it, only to suddenly find himself in the world from his nightmare, and he is once again chased by John and his cat army. As Yumeji is cornered, the girl from before arrives, introducing herself as Merry Nightmare, and fights against John. As Merry tries to ask John to take her back to the world he came from, John just laughs at her and leaves, before both she and Yumeji return to the real world.
他人の夢が視える不思議な能力を持った高校生・藤原夢路は、ある日、木の上から降ってきた少女・メリーと出会う。彼女は 「幻界（ユメ）」から「現界（うつつ）」に迷い込んだ「夢魔」だという。
突然「幻界（ユメ）」の世界に引きずり込まれた夢路。そこには追跡者ジョン･ドゥが夢路を狙って待ち構えていた。そこへ帽子を探しに来たメリーがやってきて・・・。 幻界とは、夢魔とは？
そして、人間界にやって来る夢魔達の目的とは？
