Three weeks have passed since the Space Colony Eurasia was taken over by Sigma and led by Dynamo to collide it with Earth. Zero made a crash attack against the colony. Although X and Zero succeeded, the explosion seriously damaged the Earth, and is in need for repairs. X only returned to the battle and Zero is thought to be dead. That is until a new threat known as, "Zero Nightmare" is at large and wreaking havoc upon humans and reploids. Is Zero still alive? Will X finally put an end to the Maverick threat?