The game begins immediately after its in-game comic strip prequel, where Amy is in the middle of a fight with Lyric the Last Ancient (who is resurrected by Dark Lugiel after 7 years and later stole the Gomess spark doll) who wants the info she has on finding the Lost Crystal of Power. After dealing a blow that stuns him for a bit, Amy contacts Sonic Jr to tell him of her findings, only to be knocked off guard by Lyric, (getting disarmed in the process). Despite her protests, Lyric manages to plant a device on Amy's head, knocking her unconscious as he introduces himself to an outraged Sonic. After destroying Amy's communication device with his tail, Lyric makes his getaway but he was stopped and defeated by Ultraman Zero (who appeared after Amy is kidnapped) with the Final Ultimate Zero. After Lyric being defeated, he is forced to retreat with Amy while Zero contacts Sonic Jr to find Tails and the Gang in Los Angeles.

When Sonic Jr (who save and took the Gomora spark doll after Maria Renard left the spark doll behind 1 month ago and later the Ginga Spark)'s body was merged with Ultraman Zero again. Zero helps Sonic Jr to train in the Monster Graveyard with the new powers in which Zero gained from Dyna and Cosmos that they had a plan is to destroy Lyric's devices that no one can can plant Amy's or Shadow's head, but it interupted when he was attacked by several monsters sent by Alien Bat. Zero used his Luna Miracle and Strong Corona modes and Sonic Jr UltraLived to Gomora and helped Zero to defeat them.

Alien Bat (who survived from the destruction of Hyper Zetton) appeared with a group of monsters he called the Four Hell Beasts. He challenged the Ultra to a series of battles which Zero gladly accepted except Sonic Jr who rejects the challenge. Zero lunged at the evil alien but suddenly a beam shot up from the ground downing him and forcing him to wear a dark Techtor Gear, Techtor Gear Hatred. Alien Bat set loose Red King, which he evolved into EX Red King. The monster's absurd strength and Zero's forced handicap meant he was being trounced about no matter what he tried as the armor inflicted pain whenever he tried to remove it. Surprisingly Zero found a Pigmon watching the battle and was reminded of his previous friend, this gave him the strength to change into StrongCorona mode to save him from the monster and destroy Red King with a Garnet Buster. But Sonic/Gomora tells Zero to ignore the Round 2 and escapes to find Tails and the gang to Honolulu and Los Angeles in Earth.

After completing Honolulu and Los Angeles, Sonic Jr./Zero meets up with Tails, explaining the situation and asking for his help in tracking down Amy and later meet his old parents, Sonic Sr and Cynder. Tails eagerly agrees and reveals his newly-developed form of technology that can allow the viewing of destroyed files. Sonic Jr/Zero is glad at this fact, but then wonders how Sticks will react when she learns of Amy's capture. After finding their new friend Sticks the Badger in Denver, the duo tell her their current predicament, with Sticks nonchalantly running off to find Amy as they give chase to Chicago. After a race in Chicago, Sonic Jr./Zero urges Sticks to join the team as teamwork is the only way they can win. Meanwhile, Tails manages to decipher some of Amy's research logs, which prompts them to head for the city of London, where Knuckles last was. The group finds Knuckles in Big Ben without much trouble and the echidna is eager to help, claiming that they should get a move on.