Issei has recurring dreams of the deceitful actions of his first girlfriend, Raynare the fallen angel, that cause him to question the girls around him. When he woke up, he finds Rias, Akeno and Asia sleeping naked in his bed. After another hectic morning, he discovers that the Hyodo residence has been rebuilt as a three-story mansion including an training ground, bath and swimming pool. His parents are easily deceived, thinking that the Gremory family works in the construction business. Summer vacation is coming up, and the Occult Research Club members are going on a trip to the underworld. They enter by means of a protected train route, encountering Sona, Genshiro and Tsubaki also on their way to the underworld. Koneko is quiet and subdued during their trip. A surprise attack planned by Azazel helps determine what sort of training each member needs. While at the hot springs, Azazel expands Issei's perverted knowledge of the female body. Elsewhere, Kuroka expresses her intent to meet Koneko, her little sister.