The story of the anime revolves around Dreamcast, Sega Saturn, and Mega Drive, who have just enrolled in SeHaGaga Academy at Tokyo's Haneda Ōtorii station. They are given an assignment needed to graduate by a suspicious teacher, and to clear this assignment, the girls need to enter the world of Sega games. The girls must try their best to graduate without incident.
In Haneda, Tokyo, next to Ootori, lies Sehegaga Academy. Dreamcast, Mega Drive, and Sega Saturn are students there. To get the credits they need to graduate, they have to go inside video games and complete tasks there. Their first task is to go inside Virtua Fighter...
Dreamcast, Mega Drive, and Saturn are students at Sehagaga Academy. They've come inside the world of virtua fighter, but to get the credit medals they need to graduate, they must win 100 fights in a row. They start off against powerful foes like Akira and Jeffry, and then are forced to fight characters from other games entirely, like Flicky and Mushi King.
Dreamcast, Mega Drive, and Saturn thought graduating Sehagaga academy would be easy, but they're finding it a lot harder than they thought. When Mega Drive finds out the next game is "Space Channel 5", she gets very sad.
Dreamcast, Saturn, and Mega Drive have come inside the world of Space Channel 5 to get the credits they need to graduate. They challenge aliens to dance battles with Ulala to save Center-sensei's friends. But not only do they have to save them, they have to earn view ratings too. Saturn strips down to her bathing suit to help earn ratings, but things take an unexpected twist thanks to Center-sensei's friends.
Dreamcast, Saturn, and Mega Drive must complete tasks to earn credit medals. But this time they don't have to go inside a game. Their task now is to use Puyopuyo to create a new game. And anybody who comes up with a stupid idea will lose medals. Saturn and Mega Drive think hard, but Dreamcast is the first to raise her hand...
Center hosts an exam in which the girls must go into the world of the Border Break robot shooter game, where they can win a large number of medals. Saturn, the only one who has to go on foot, is made into a decoy for the enemy, while Dreamcast struggles with her controls, leaving Mega Drive to take on most of the enemies. Just as the girls reach the enemy core, the game world is hacked by Doctor Eggman, who shrinks the girls and starts causing havoc in the world until Sonic the Hedgehog appears.
The girls team up with Sonic to chase after Eggman through various dimensional warp zones, briefly passing through Sonic the Hedgehog and Sonic Adventure. Luckily, upon returning to Border Break, the girls manage to retrieve Mega Drive's encyclopedia and give Sonic an invincibility power up to defeat Eggman and stop the hacking, also destroying the enemy core and passing the exam in the process. The girls leave the game and, after nearly having Center's true identity revealed, receive 25 medals each.
With the academy's dubiously named culture festival arriving, the girls try to come up with an exhibit to show before taking a look at their competition for a beauty contest. In the end, the girls lose the competition to Bongo from Congo Bongo due to her 'spillage'.
The girls are sent into the world of the smartphone RPG Chain Chronicle, despite Mega Drive's dislike of smartphone gaming. They earn 15 medals fighting against various monsters, but have trouble recruiting other warriors to assist them. In the end, Mega Drive barely defeats the boss monster, but the phone runs out of power before they can claim the additional 15 medals.
With their next lesson taking place in the world of Jet Set Radio, the girls give Mega Drive her first sticker photo booth experience before working towards performing an awesome skate trick and having a race to reach the goal first.
The girls' next lesson has them enter the world of Shining Force: Cross Exlesia Zenith dressed up as Rappies from Phantasy Star Online 2. The three struggle against a large dragon boss, which is ultimately defeated by a real Rappy.
A black rabbit named Black Asobin takes over Sehagaga's network and steals almost all of the girls' medals, challenging them to enter his world and get them back. After battling their way through Black Asobin's tower, Saturn, the only girl with a medal remaining, enters the world of Space Harrier and defeats Black Asobin, who is revealed to have been Center all along. For clearing the 'graduation exam', the girls gain 20 medals each, giving Dreamcast and Mega Drive more than enough medals to graduate. Saturn, being three short, is nearly forced to be held back, but Dreamcast and Mega Drive share their spare medals so she can graduate alongside them.
Attending the graduation ceremony, the Hard Girls recall the fun and adventures they shared together. Center then informs them what it really means for them to graduate: The three of them will disappear from the world, which exists from the ideas of Sega's game creators, and be reborn as Sega hardware consoles in the real world to bring those ideas to life. Mega Drive and Saturn share their goodbyes before entering the real world in their respective time periods, while Dreamcast is encouraged by all of the game characters they encountered before heading off herself. In the real world, a father introduces his young son to the Sega Dreamcast for the first time. The show ends with a Game Over screen and a continue prompt, but the cursor is stuck between Yes and No.