The story takes place after the end of Megaman X Unleashed, where Sigma is finally defeated, but after an incident in the past involving Dr. Willy and Dr. Eggman, that future has changed and Sigma manages to escape thanks to his help. Now it's up to X, Zero, Axl, Sonic, Megaman and other heroes from other dimensions to stop Sigma from merging the dimensions into his own domain.

The story takes place after the end of Megaman X Unleashed, where Sigma is finally defeated, but after an incident in the past involving Dr. Willy and Dr. Eggman, that future has changed and Sigma manages to escape thanks to his help. Now it's up to X, Zero, Axl, Sonic, Megaman and other heroes from other dimensions to stop Sigma from merging the dimensions into his own domain.