Tsuki ni Naku will take the story content from volume 11 of the manga, which features a visit to a onsen by the members of the Hiizumi Life Councelling Office, while the town's police force have to deal with a new youkai-hunter threat. This OVA is bundled with the limited edition of the manga (14th, 15th, and 16th).

Bundled with the 11th, 12th, 13th and 24th volumes of the Yuragi-sou no Yuuna-san manga. The first episode will adapt the manga's 12th chapter. The last OVA will adapt the 99th chapter of the manga, Noroware no Kogarashi, and the 141st chapter, Giri Giri!? Onsen Happening.

High school student Yumeji Fujiwara has the ability to see people's dreams. Despite the visions never appearing clear or concrete, he is able to predict them by sensing the person's aura. Normally, this skill is a fun trick to play on his classmates, but Yumeji only ever sees himself having the same nightmare every night. To his surprise, the nightmare continues in the middle of the day even before Yumeji has fallen asleep. The unexpected event was triggered by a dream demon—an inhabitant of the world of dreams who wants to use Yumeji's body as a vessel to fully enter the real world. However, Yumeji is saved by the timely arrival of Merry Nightmare, another dream demon who can somehow physically manifest without a host and is instead trying to return to her own realm. As more dream demons continue to push into reality, it is up to Yumeji and Merry to fight back against the invasion before everyone's nightmares materialize.

Once a hot springs inn, now a boarding house with extraordinarily cheap rent, Yuragi-sou is virtually uninhabited save for a few peculiar residents. As rumor has it, it is haunted by a vile ghost which scares away all potential tenants. Therefore, it is the perfect refuge for Fuyuzora Kogarashi—a broke, homeless psychic seeking an affordable roof to stay under and ghosts to exorcise. Kogarashi prepares for a face-off against the ghost, only to find out it is not as malicious as the rumors made it out to be. Instead, it is the ghost of a beautiful, silver-haired girl whose only recollection of her life before death is her name: Yuuna. Even more baffling is that the other tenants of Yuragi-sou not only are able to see Yuuna as well, but each has their own supernatural ability. Amidst the chaos caused by his quirky fellow residents, Kogarashi attempts to uncover the regret that keeps Yuuna anchored to the world of the living, lest she become an evil spirit sentenced to spend her afterlife in hell.