The "Nightmare" is an urban legend involving otherwise healthy girls becoming trapped in eternal sleep. The cause of the incident is a monster that feeds on despair and mental anguish. There exists a shrine maiden named Rui that battles the monster, but it has become strong after consuming so much despair, and she currently has no power to match up against it. Rui teams up with Sana, a girl whose nightmares could not be consumed, and searches for the "Fragments of Light", sources of power for Rui that may help her save the doomed girls under the Nightmare's assault...