Baku Yorozu is an invincible agent who uses his lucid dreaming ability to brilliantly rescue Nemu, a national celebrity, and complete difficult missions in his dreams. One night, Baku is suddenly attacked by a monster, the Nightmare. In his lucid dream, Baku fights against invincible foes, but for some reason, he is unable to defeat the Nightmare and runs away. Baku, cornered, encounters a mysterious person, who entrusts him with the Zeztz Driver and Capsems, and he transforms into Kamen Rider Zeztz!

In a dream, Baku somehow becomes a fugitive criminal. When he encounters the Bomb Nightmare, he transforms into Zeztz, but the Nightmare escapes. One night, Baku is suddenly summoned by Zero, who gives him an order to "infiltrate other people's dreams and prevent the Nightmare's nightmares before they happen." This means that he has to stop that bomber... Baku's mission to protect his "dream master" begins!