One year has passed since Zero defeated Copy X. He has since spent his time wandering the desert defeating wave after wave of Pantheons. As the game opens, Zero wearily makes his way through a sandstorm wrapped in a tattered cloak. As the sands die down he realizes he is once more being chased by enemies. Despite being in disrepair, with cracked armor and broken weapons (his rod and shield being useless), his cloak is thrown to the winds and his Buster Shot gun is drawn in defense.

Elsewhere, the three surviving members of the Four Guardians (Phantom self-destructed trying to stop Zero's assault on Area X in previous game) assumed command of Neo Arcadia, with Harpuia as the leader. Copy X's death was covered up, as the humans revered him as their savior. Harpuia leaves Neo Arcadia and comes across Zero after his battle in the desert. Harpuia brings him to the new Resistance Base where Zero is repaired and reunited with Ciel and the rest of the Resistance, and also meets their new commander, Elpizo. Alone in her office, Ciel tells Zero of the changes that have taken place in the year he was missing, as well as reminding him of her ultimate goal of creating a new energy system. She shows him a Baby Elf, which is the basis of her current research.