Young Jun comes home from school to find a package waiting for him. He opens it, and although he is no enthusiast, he finds the most well crafted antique style doll he has ever seen. It's when he winds up its key, however, that everything begins. Destructive sister dolls start their own little drama, flying in and out of his poor, repeatedly broken window, a weepy sister doll comes crying for help, a crazy disembodied, a crazy sister doll comes body snatching... it's all a little much for Jun, but he is an affirmative action kind of guy, and he's not the type to ignore "people" who need his help, so he dives in.
The story shifts to another Jun who unlike the first one, refused Laplace's invitation and did not meet the Rozen Maidens. Years later, this Jun started living by himself and now divides his time between working in a bookstore and going to college. One day, he finds an unclaimed box containing the first of a series of books with instructions and materials to create a Rozen Maiden. After taking the book home, Jun finds the second volume already delivered there including a storage box and some parts for the doll in question, which is revealed to be Shinku. Since then, Jun spends his free time working on Shinku's creation as he recieve more volumes until they stop coming without any warning. Soon after, the adult Jun is contacted at his phone by the original Jun explaining that in his reality, almost all Rozen Maidens were already defeated by Kirakishou and asking for his help to revive Shinku. However, he later recieves a letter with a cancellation notice for the book series and he finds himself with no parts left to complete her.
According to the cancellation notice, Jun must search the n-field for the remaining parts to complete Shinku and he is later instructed by his other self to also design some clothes for her. As he works on Shinku's clothes, Jun remembers his childhood and the events that led him to his seclusion at home. Once Shinku's clothes are completed, Jun falls asleep and finds himself on an n-field covered with doll parts, and is informed by the young Jun that Shinku's real parts are hidden among them by Kirakishou who had learned about their plans and is trying to stop them. After Jun retrieves the right parts and assembles Shinku's body, she awakens.
Back from the n-field, Jun finds the completed Shinku inside her box and uses her key to wind her and fully awaken her at his reality. Shinku then explains to him that Kirakishou had captured her and almost all her sisters and with her body trapped in her n-field, she needed his help to transfer her Rosa Mystica into a temporary body and escape. She also reveals that by choosing to "not wind" upon receiving Laplace's invitation, Jun had erased the existence of all Rozen Maidens at his dimension. In the next day, Jun leaves for college and work with Shinku hidden at his backpack and after accompaning him for the whole day, she returns home, wondering about what she must do to stop Kirakishou as her temporary body can only last for more seven days.
Jun receives the first volume of a second "How to Make a Doll" series but Shinku instructs him to not open it, as it may be a trap by Kirakishou. As Jun leaves for work, Suigintou appears before Shinku and it does not take long for them to start fighting again. When Jun returns home and finds the place thrashed, he orders Shinku to clean up the whole mess while Suigintou reminisces about how she met her medium, Megu, and it is revealed that when she and Megu finally formed a contract, Kirakishou appeared to steal Megu's soul, much to her despair. After the apartment is cleaned, Suigintou declares a truce and claims that she will return to the n-field once a chance appears, while Shinku ponders that eventually she will have to do the same as well, as her temporary body can last for only six days at most.
Jun is invited by Saito to help with her play and after returning home, he finds that another volume from the second series has arrived but decides to not tell Shinku about it. In the next day, as Jun leaves for work, Shinku and Suigintou fight each other again until they decide to keep holding their truce until they return to their original world and rescue their masters. Meanwhile at job, Jun is harassed by his supervisor and fed up with his current situation, he returns home and asks Shinku if there is a possibility for him to change his past, but she claims that it is not possible. Distraught upon the fact that Shinku will eventually return to her own world and leave him alone, Jun receives a mail instructing him to start working on the second doll, and he decides to do so only while she sleeps, keeping it a secret from her.
Having slept on the roof of Jun's apartment complex rather than inside her case, Suigintou's energy has been severely drained, and Shinku allows Suigintou to sleep inside her case during the day. At work, Jun buys a book titles A Doll in the Palm of my Hand for Shinku and finds another volume from the second series. Upon returning home, Jun receives another volume and hides them from Shinku. Jun and Shinku read the book he bought together. At night with Shinku asleep, Suigintou sees Jun assembling the doll, and agrees to keep it a secret from Shinku. In exchange, Jun offers himself as a medium for Suigintou. Meanwhile inside the n-field, young Jun, knowing nothing about the second series, deduces that that someone had been sending the adult Jun the message to construct the doll as himself. Young Jun tries to send a message to warn adult Jun not to assemble the doll, but the message is blocked by Kirakishou.
Jun spends the next days busy as he works on the bookstore, helps with Saitou's play and assembles the doll as more parts are delivered to him. After Jun completes the doll's body, Suigintou inspects it and realizes to whom it belongs. In the next day, after Suigintou reminds her that the time limit for her to survive in her temporary body is about to run out, Shinku demands Jun to take her for the play's opening, and he agrees to do so as long as she keeps herself hidden inside his backpack. However, soon before the play starts, it is revealed that the doll to be used as a prop is missing and Shinku lets herself be found by the other members by purpose. As they decide to use Shinku, who pretends to be an ordinary doll, as a replacement. Suigintou watches the scene from hiding, knowing that Kirakishou will soon make a move.
The young Jun and Kanaria are still trapped in the N-field, until it starts distorting itself as a sign of Kirakishou's advent. The play begins, but time stops midway and Kirakishou appears before Shinku, Shigintou and the adult Jun. Surprised that Kirakishou managed to materialize herself in the alternate world, Shinku learns from Suigintou that it was possible because one of their sisters' body was disassembled and sent there to act as a second body for her. Realizing that they have no option but to fight, Shinku and Suigintou join forces against their younger sister, until Suiseiseki arrives and much to their surprise, stands in their way, protecting Kirakishou's body. That is when Shinku realizes that Kirakishou is manifesting herself using Souseiseki's body.
Determined to make amends for being decieved by Kirakishou, Jun asks Shinku to make a contract with him. However, the other three dolls intervene and they start fighting among themselves until Jun accidentally kisses the ring Suiseiseki was carrying, and she reveals that said ring does not belong to her, but to her twin sister instead, and Kirakishou's spirit is expelled from Souseiseki's body. Suiseiseki then demands Suigintou to return the Rosa Mystica she stole from Souseiseki to its original owner but she refuses, and Suiseiseki decides to revive her sister using her own instead. Jun awakens beside Kanaria and the young Jun in the N-Field and after having a brief conversation they manage to break free. The adult Jun bids farewell to his child self and departs with Kanaria to return to his own world but decides to turn back and help the others when Kanaria informs him that if he leaves at the current state of matters, time will rewind in his world and all the time he spent with Shinku and the others will be erased. Jun and Kanaria reunite Shinku and Suigintou and much to their surprise, they also find Souseiseki carrying Suiseiseki's lifeless body, revealing that as both twins have their Rosa Mystica intertwined, they can be used to give life to either of them. Recognizing Jun as the one who assembled her, Souseiseki acknowledges him as her master.
Kanaria departs to look for the young Jun who discovers the location of Shinku's real body. Upon learning that the only way for everybody to return to their original worlds is by having the large clock before them start moving again, Souseiseki reveals that she can do so, but needs her twin sister's help for it. Suigintou refuses to return the Rosa Mystica she stole from Souseiseki until she points out that the restlesness in her heart is due to the fact that Suigintou did not win it in a fight fair and square, agreeing to give it back and recognizing her as the true victor once their task is finished. After regaining her own Rosa Mystica, Souseiseki returns the one she received from Suiseiseki and the twins are finally reunited. By Jun's command, the sisters manage to make time move again, but Kirakishou appears to interfere, until Jun rejects her pleas to become her master and she disappears. With their task done, Suiseiseki is about to hold her part in the bargain and return her Rosa Mystica to Suigintou when Shinku's temporary body reaches its limit and crumbles. Meanwhile, Kanaria reunites with the other Jun and they discover that Hinaichigo's artificial spirit and Rosa Mystica were all this time protecting Shinku's body.
Jun watches in grief as Shinku's body crumbles before him except for the head until his young self arrives with Kanaria, bringing Shinku's true body with them. As the two Juns revive Shinku, Suigintou learns that Hinaichigo had surrendered her Rosa Mystica to Shinku out of her own volition and was protecting her body all this time, wondering if gathering all Rosa Mysticas by force is the real method to win the Alice game after all. Souseiseki is ready to return her Rosa Mystica to Suigintou as she promised but her older sister leaves without reclaiming it, affirming that she will do so in a later occasion. The adult Jun then entrusts Souseiseki's ring to his middle school counterpart, bidding farewell to Shinku and the others before they part ways, returning to their own respective worlds.
Back to his reality, the older Jun returns to attend classes at college and is approached by one of his superiors at the bookstore who recognizes his hard work and offers him a higher position, but he claims that he needs to think about it. Saito and her crew also are impressed with Jun's help and ask him to keep working with them. As he wonders about the possibilities that recently opened up to him, Jun contemplates Shinku's wound key, which is still at his possession, as a sign that his adventures with her and the others were not an illusion at all. Back at the original reality, Jun finally manages to return to school as well, but some time later, he gets into a coma after falling from some stairs, while Mitsu disappears without a trace. Certain that Kirakishou is behind both incidents, Shinku, Tomoe, Souseiseki, Suiseiseki and Kanaria make contact with the alternate Jun and ask for his help once more.