After the defeat of both Dio and Neo Geegus at the end of World Heroes 2, the world was saved from the threatening danger and that the 14 fighters who had participated in the World Heroes tournament had returned to their own respective time periods. However, one year later, the 14 fighters had received invitations to a new fighting tournament known as the World Heroes Battle Fest and that this tournament would take place over the next five days in different parts of the world, being watched by millions of fighting fans.
Surprisingly, the 14 fighters learn that Dr. Brown isn't the one who's sponsoring the tournament, but rather, a mysterious millionaire who is known simply as Mr. Z to the public.
As the 14 fighters prepare themselves for the World Heroes Battle Fest, none of them have no clue or idea that Mr. Z has his own callous ambition for world domination and with the assistance of his two loyal servants, he vows to eliminate anyone who dares to get in his ruthless way.
