The story takes place between the events of The King of Fighters XIV and XV. Following the previous King of Fighters tournament, several female fighters suddenly fall unconscious. Upon waking, they find themselves in a strange mansion, along with some male fighters who have been changed into women. The mastermind, Kukri, announces that he has trapped them in his castle in a pocket dimension, and they must battle each other for a chance to return home. He secretly plans to use the energy generated from their fights to empower an ancient statue in the castle that will merge his pocket dimension with the real world, allowing him to gather more women into his collection. When only two fighters remain, Kukri confronts them directly to obtain the last bit of energy needed, but is defeated by the two heroines. Kukri has a mental breakdown and escapes as the pocket dimension collapses, and all the fighters are returned to their dreams shortly before reawakening.