On a calm, sunlit day, siblings Nunnally and Lelouch Lamperouge find solace beneath a tree. Hearing Nunnally's request for a story, Lelouch, unwavering in his commitment to his sister, harnesses his Geass ability to weave a tale that will captivate her. When Nunnally emerges from her slumber, no longer bound by her blindness, she encounters a peculiar rabbit that bears an uncanny resemblance to Knight of Six, Anya Alstreim. Curiosity leads her to tumble down a hole, immersed in a vibrant realm of wonder. With Lelouch's narration as guiding light, Code Geass: Hangyaku no Lelouch - Nunnally in Wonderland embarks on Nunnally's quest to find her way home, escorted by an assortment of vivid, recognizable characters.