The episode begins with Yuki shocked at just discovering that Zero is a vampire. Kaname can smell Yuki's blood, so he rushes out of Headmaster Cross's office.
Opening theme plays.
Zero tries to approach Yuki, but Kaname appears and steps between Yuki and Zero, pushing Yuki behind him. Yuki believes that Kaname will hurt Zero, so she tries to stop him and then faints. Kaname carries Yuki away and treats her injuries. The headmaster sends Kaname away to calm down the Night students who are able to smell blood while he talks to Yuki about Zero. Headmaster Cross explains to Yuki that Zero, his parents, and twin brother were attacked by a vampire, and Zero only barely managed to escape alive. This vampire was a pureblood, so this caused Zero to eventually turn into a vampire himself.
Over at the Moon Dorm, Aido can tell that it was Yuki's blood he was able to smell even though no one told him anything. Meanwhile, Zero reflects on what has just happened. Yuki walks by the headmaster's office while Headmaster Cross is discussing Zero's fate with Kaname. Yuki overhears them considering sending Zero in with the Night students causing Yuki to run off disappointed. Yuki does not feel comfortable knowing that Zero may be put with the Night students because Zero hates vampires more than anything.
The next day in school, Sayori mentions something about Zero not showing up for Sayori also notices that something is bothering Yuki, and that she has an injury on her neck. In the middle of her lessons, Yuki runs off, worried about Zero. She heads to the Moon Dorm while passing the gatekeeper. At the Moon Dorm, two men are trying to recruit Aido for some research, but Aido makes them leave as Yuki approaches. Aido inquires as to who made the fang marks in Yuki's neck, but Yuki refuses to admit that it was Zero. Aido becomes irritated because he does not know why Kaname thinks Yuki is special. Aido attacks Yuki with ice, causing her foot to be frozen to the ground, so she cannot move, as he continues to figure out why she is so special. At this time, Kaname appears and slaps Aido causing him to stop and apologize.
Kaname apologizes to Yuki and tells her that he likes her just the way she is. Kaname does not want her to come to the Moon Dorm alone anymore, so he tells her to bring Zero next time. As Kaname directs Yuki to the door, she asks why he doesn't treat Zero very well. He replies that he is upset that his "dear girl" has been bitten by another vampire. Yuki begs Kaname not to put Zero in with the Night students, but Kaname tells her that he cannot follow her wishes. Before Yuki runs off, Kaname tells her the sad truth that Zero will eventually turn into a Level E vampire. Akatsuki confronts Kaname about his obsession with Yuki, but does not get an informative answer.
Yuki walks slowly reflecting on the recent events. Meanwhile, Zero takes his bloody rose gun out. He presses it against his neck just as Yuki walks into his dorm room. Yuki tries to stop him, but Zero puts her in a position where Yuki is holding the gun to Zero's neck. He tries to get Yuki to shoot him, but Yuki refuses. Zero leaves the gun with Yuki, grabs his bag, and leaves, but Yuki puts it down and chases after him. She catches up with him, hugs him to keep him from leaving, and says that she will never be afraid of him and will always be his ally.
The president of the Vampire Hunters summons Headmaster Cross to tell him that someone will be coming to Cross Academy to see if Zero is a threat. If Zero is in fact dangerous, he will be shot without hesitation..