"The Killing Joke" follows Dr. Kazuki Mizushima, a neuropharmacologist who suddenly finds himself transported from modern Tokyo to a medieval fantasy world called Azuria. Upon awakening in a dungeon cell in Castle Crystallis, Kazuki discovers his memories have been magically tampered with, leaving him unable to recall personal details while retaining his medical expertise. He encounters Lady Reina, a court physician studying both medicine and magic, who is tasked with determining if he poses a threat.