Ren begins his new school life, but it's tough being a transfer student, especially when he comes with seemingly shady baggage. He meets Ryuji, a classmate who's similarly isolated, and they use a mysterious app to enter a world in which their gym teacher, Kamoshida, is a sadistic king.

During a class excursion to a television station, the gang spectate an interview with police detective Goro Akechi, who claims that the Phantom Thieves' ability to change hearts could be used for evil. Later, Makoto learns of the Phantom Thieves' identities and blackmails them with a recording, stating she will only delete it if they can change the heart of a crime sindicate boss who has involving students. Meeting up with reporter Ichika Ohya, Ren learns the boss' name, Junya Kaneshiro, which leads the gang to his Palace; a bank flying above Shibuya.

After Sojiro catches the group sneaking into his home, he explains how Futuba's current situation as a shut-in stems from witnessing her mother Wakaba seemingly commit suicide, and how a few months prior started imagining hallucinations. Although he pleads with them not to involve themselves into Futaba further, the gang decide to help and change her heart after discovering she has a Palace. Visiting Futaba as the school holidays commence, they learn that she sees her home as a tomb and that she will die. The group infiltrates Futaba's Palace and become aware of her deteriorating mental state. After finding their way blocked by the same door to Futaba's room, the group return to reality and convince her to invite them inside. After some more persuasion, Futaba opens up and directly asks the gang to change her heart.