In 2010, the Holy Britannian Empire invaded the small, far-east country of Japan. Within one month, the nation fell at the hands of Britannia's advanced war machines known as Knightmares, and the country was renamed Area 11.

After an explosion whisks her brother away to an unknown fate, Nunnally Lamperouge—exiled princess of Britannia—mysteriously finds herself in the midst of a skirmish between Britannians and terrorists. Crippled and blind due to past events, she is saved by Nemo, a strange talking doll who grants her a potent personal Knightmare and clairvoyance, also known as Geass.

Despite the strength of her newfound abilities, Nunnally only wishes for peace. However, the appearance of more Geass users, the spectral vigilante Zero, and other violent forces make the harsh reality of the world all too clear for the fragile princess.

Code Geass: Nightmare of Nunnally was published in English by Bandai Entertainment from June 9, 2009, to March 23, 2010. It was also released in Brazilian Portuguese by Editora JBC from November 2011 to March 2012.