Alice Haruka and Marisa Kirisame arrive at the Hakurei Shrine, where they are warmly greeted by Reimu Hakurei. Reimu kindly prepares some tea, and Alice brings along homemade brownies, which Marisa finds absolutely delicious. As the group enjoys the sweets, Alice and Reimu comment on how Alice is always the one baking for everyone, while Marisa suddenly remembers that she forgot to give Alice a gift for White Day, after receiving one on Valentine’s Day. Realizing this oversight, Marisa tells Alice to wait as she rushes to prepare a suitable gift and leaves the shrine. Meanwhile, Reimu and Alice have a quiet conversation about the nature of their relationship, but their talk is interrupted by a sleepy Suika Ibuki, who wanders in, curious about the visitors. Suika quickly munches on a brownie, then attempts to coax Reimu into tasting one as well, along with Alice.
Meanwhile, at the Scarlet Devil Mansion, the inexperienced gate guard, Hong Meiling, is chatting with some yokai, completely unaware that Marisa effortlessly flies over the mansion’s gate and slips inside. The head maid, Sakuya Izayoi, quickly reprimands Meiling for her clumsiness. Marisa then blasts a hole through the mansion's wall to gain entry without trouble. Inside, the librarian, Patchouli Knowledge, complains that she prefers visitors to use the front door, but is interrupted by Marisa attempting to "borrow" a book. Sakuya and Koakuma quickly chide Marisa for her destructiveness and poor manners. Despite their complaints, the group decides to make some plain cookies, planning to decorate them with chocolate sauce drawings. However, they discover they are missing eggs and chocolate, as Remilia Scarlet, the mansion’s owner, reveals that her sister Flandre Scarlet used up their supplies earlier.
Sakuya suggests that Marisa should go out and steal the ingredients, but Marisa convinces her to accompany her on the mission. The pair head to the nearby village to buy what they need and unexpectedly encounter Alice at the shop. Alice explains that Reimu and Suika had gotten drunk and fallen asleep, prompting her to leave the shrine early. She also mentions that she usually shops at this store. Inspired by her desire to create something truly unique, Marisa plans to steal eggs from the mysterious Mystia Lorelei, who is known to manage a local shop. Concerned about Marisa's suspicious source, Alice decides to join the duo.
Their quest leads to a chase after Mystia, but things go awry when they are interrupted by Yuuka Kazami, who is angry about damage to her flower garden caused during their pursuit. Yuuka attacks with her powerful Master Spark, knocking Marisa out cold. When she awakens, she finds herself back at the Scarlet Devil Mansion surrounded by Sakuya, Alice, and Koakuma, who apologize for the damage caused. Alice gives her some eggs, which they got from Eirin Yagokoro during their return trip. With all ingredients gathered, the group begins baking cookies, but a bad egg releases unpleasant gas, causing some discomfort. Meanwhile, in the library, Patchouli casts a wary eye over Alice, as if sensing a shadow of death looming near her.
Finally, the group finishes heart-shaped cookies decorated with detailed chocolate drawings representing the people they care about. They use the coolness of Cirno, the ice fairy, to prevent the chocolate from melting. Before leaving, Koakuma delivers some cookies to Patchouli as a token of friendship. While searching for Alice, Marisa learns she has headed to the Hakurei Shrine, prompting her to hurriedly take off with the remaining cookies. During her flight, she accidentally collides mid-air with the powerful Utsuho Reiju, damaging the cookies in the process. When she finally arrives at the shrine, Marisa tearfully explains the mishap to Alice. In response, Alice gently picks up half of a cookie and encourages Marisa to do the same. Carefully, they join the halves together, creating an image of themselves sharing a loving kiss.
The story concludes with a sweet moment of reconciliation and friendship, with Alice expressing her gratitude for the thoughtful gift. In a charming post-credits scene, Hong Meiling is shown sleeping on duty at the Scarlet Devil Mansion’s gate. Sakuya gently wakes her, offering a cookie as a present, which Meiling responds to with a kiss, sealing a warm moment of friendship and appreciation.
