One day, high school student Michio Kaga attempts to start a strange online game he found while browsing the internet. Instead, he gets transported to a rural village in the game's world, equipped with special skills and an overpowered sword. After collecting his thoughts, he finds himself battling against bandits and soon realizes that he cannot log out. Resigning himself to fate and accepting this reality, Michio sets out on a journey—enjoying his new life, conquering dungeons to earn money, and building a harem to satisfy all his manly desires.

Special recapping all three previous seasons of DanMachi with Bell Cranel and Hestia's VAs' commentary.

After surviving the brutal challenges of Idofront, Riko now possesses a White Whistle, allowing her to descend into the Abyss's sixth layer—The Capital of the Unreturned. Alongside Reg and Nanachi, Riko begins to explore the uncharted domain, where the ruins of the promised Golden City are located. As the trio starts to adapt to the harsh environment, they soon encounter dangerous creatures and treacherous landscapes. Their expedition leads them to a village inhabited by strange beings known as "hollows." Despite the creeping sense of unease that welcomes them, the three venture onward to uncover the mysteries of the settlement and long-lost legacies of the forgotten adventurers who once descended into the horrors of the unexplored Abyss.

As technology advanced, humanity gradually colonized the entire solar system, occupying planetary facilities from Mercury to Pluto. This results in a large-scale athletic tournament, the "Daiundoukai," where several aspiring female athletes from all around the solar system compete. The winner of the tournament is crowned the "Cosmo Beauty," obtaining a queenlike status. When outgoing potato farmer Kanata Akehoshi was a child, she witnessed a meteor-like object falling from the sky, crashing in a nearby forest. When she came to investigate the wreckage, she saw a damaged spaceship and a girl who seemed to have been in it weakened by the impact. The girl gave Kanata two wristbands, alongside a request that Kanata join the Daiundoukai and become the Cosmo Beauty. Kanata obliged, but before she could ask for the girl's name, she mysteriously disappeared—leaving nothing,not even the crater caused by the crash. Since then, Kanata has devoted herself to training, aiming to fulfill her promise. After winning the qualifying round to represent the planet Earth, Kanata goes to the University Satellite—an institution where she and other candidates study to prepare themselves for the upcoming competition. There, she meets and befriends her fellow competitors, helping them get along with each other to perform better in the games. As Kanata grows closer to the coveted title, so do her chances of meeting the girl who changed her fate—and she discovers an underlying mystery behind the Daiundoukai along the way.