The opening shows a young woman being chased in the woods by a mysterious man. He catches up to her and stabs her. At the Shibatas', Hajime is looking for Hell Girl on the Internet, but is interrupted by Tsugumi, who saw a vision of Hell Girl. She states that she saw a grave in the woods, with Ai near by, and the woman's hand shoots up from the grave, but stops moving. It is revealed that the woman had Wanyuudou as the black straw doll, but didn't pull the string in time. Elsewhere, in a messy room, a woman, Misato is seen chained to a wall, and is struggling to type in her mentor's name to Hell Correspondence. Then, the same man returns and it is unknown that the chained woman had successfully summoned his name.
Back at the Shibatas', Tsugumi tells her father about what she saw. The cross in the woods had a name written on it, Hikari, but Hajime tells her to forget about it, and he leaves. Just then, Tsugumi spaces out and sees Ai delivering the black straw doll to Misato. At work, Hajime talks to his chief editor, but Inagaki asks if Hajime is still looking for his wife. Then, a co-worker turns on the news to reveal a murder scene, the same place that Tsugumi saw and Hajime heads out. Tsugumi calls him and tells him about the vision, but Hajime doesn't listen and heads out. Tsugumi goes to her friend, the Master, and asks where she can find a church in Hanachiouji, but he states that there aren't many left, but Tsugumi goes there anyway. At the strange house, Misato struggles to reach for the black straw doll, but it all goes in vain. At the crime scene, Hajime meets with his long-time friend, the police chief and he allows Hajime to see the crime scene. Then Hajime realizes that Tsugumi was telling the truth about her vision and leaves to call his daughter, but she doesn't answer the phone.
In Hanachiouji, Tsugumi begins to look for the grey church, not realizing that Ren and Hone Onna are spying on her. Then Tsugumi bumps into a strange man, wearing black, and he notices the map she has in her hands. He offers to help, but Tsugumi runs away. Back in Tokyo, Hajime realizes that Tsugumi is gone and goes to the Master about where she went. Tsugumi reaches the street where the church and begins to look for the house that the woman is trapped in, not noticing that the strange man is following her. She finds the Abe residence and enters inside, finding a bloody scene upstairs, but then gets knocked out by the man.
Tsugumi wakes up and finds Misato. She urges her to escape, but Misato states that it won't help because her "brother" Satoshi murdered Hikari and will do the same to Misato. Tsugumi then spots the straw doll, but then Satoshi arrives. He gives some peaches to Misato, who couldn't refuse of eating them, but Satoshi states that she must share with their new "sister", Tsugumi.
Hajime arrives at the district, but doesn't know where to look, seeing that every house looks the same. Satoshi forces Tsugumi to eat the peaches, but she tries to run, causing Satoshi to hit her. The doll falls to the ground, within Misato's reach. Tsugumi then bites Satoshi on the hand, causing him to scream, and Hajime hears it and goes inside the house. Tsugumi hears her dad, but Satoshi returns with a knife, threatening to kill her. Hajime arrives, recognizing Satoshi as one of the policemen at the crime scene. They engage in a fight, but Hajime is kicked to the floor, and Satoshi raises the knife over Tsugumi. Just before he strikes, Misato pulls the string, and Hell Girl teleports Satoshi away in the nick of time.
For the punishment, Satoshi is chained to a cross by Ren and Hone Onna, and Wanyuudou pierces both his hands with a wooden stake. Ai arrives, specking to Satoshi of what he has done and sends him to her ferryboat. Upon entering hell, Satoshi asks Ai if she wants to be his sister, but then begins to cry in pain. Back at the Abe residence, the police have arrived and take Misato to the hospital. Hajime sees the black fire symbol on Misato's chest as she is loaded into an ambulance. Tsugumi believes that Ai saved them, but Hajime doesn't answer and the two head on home.