The Oni Express is the twenty-sixth episode of the first season of Kappa Mikey.
Gonard is riding atop an asteroid which is plummeting toward Tokyo. Team LilyMu arrive in the hoverjet. They attempt to destroy the asteroid with a missile, but Gonard deflects it. Mitsuki says that their only other option is to throw their hyper grenade down a crater on the asteroid. Mikey jumps down onto the asteroid with the grenade. Gonard manages to grab Mikey, forcing him to throw the grenade into the crater. However, the grenade bounces off the side of the crater and detonates on the surface. Guano ends the scene.
The grenade has coated the studio in dust. Ozu arrives and is furious when he finds out Mikey is responsible. He forces Mikey to clean the studio. While outside cleaning some props, Mikey sees Yoshi receive a pair of shoes, which have not yet been released to stores, from a mysterious man. Yoshi denies knowing the man, despite performing what appears to be some sort of bizarre handshake with him.
Mikey goes to Lily and Mitsuki's apartment, where the rest of the cast are watching TV. He tells them about what he witnessed Yoshi doing and says that he went to the library to find an answer. Mikey produces a book, which Mikey says describes a secret society called "The Order of the Oni", and claims that Yoshi is a member. The cast dismiss Mikey's theory and the existence of the Order. Mikey angrily storms out.
Mikey declares that he will find the Order and join them. Suddenly, he receives a phone call from an unknown person who tells Mikey to meet him in the park.
Ozu is in the studio with Guano, when he realizes that Yes Man is not around. Ozu decides to have Guano fill in for Yes Man, which Guano reluctantly agrees to do.
Mikey goes to the park, where he meets a mysterious stranger. The stranger tells Mikey that the Order is real and gives him a map to help find them. Mikey follows the map several steps away to a tree with a door in it. Mikey steps through the door into darkness.
The lights come on, revealing Mikey to be surrounded by robed figures holding daggers. Mikey is approached by a floating, glass orb, who questions him. The orb declares that Mikey will pay for trespassing into their meeting place. He is stopped by Mitsuki, Gonard, and Lily, who reveal themselves to be among the hooded figures. They vouch for Mikey and request that he be admitted into the order. The orb agrees, but says that Mikey must succeed a series of tests. If Mikey should fail, the orb will steal his soul.
Guano attempts to play the role of Yes Man, but does not do well.
Mikey's first test is a hearing test, which he passes easily. Mikey's second test is to fight a boxing robot for at least a minute. Mikey is easily overpowered and defeated by the robot, but passes his test as he had stayed in the boxing ring for the required time. The orb gives Mikey his final test: he must retrieve the fleece of a wild beast within one hour. Mikey attempts to retrieve the fleece from several animals, but is unsuccessful. Mitsuki and Gonard attempt to encourage him, but Mikey thinks they are only pretending to want him. They reveal that they had been the ones responsible for Mikey finding the Order in the first place. Mikey is encouraged and realizes where he can get the fleece.
Guano embarrasses Ozu with his overenthusiastic performance, which Ozu chastises him for. Mikey arrives and quickly shaves off part of Guano's fur before leaving again.
Mikey returns the fur to the Order and it is declared that he will be made a member. Mikey recites the oath of membership. Lily, however, objects and throws "the black ball", banning Mikey from the Order. The orb casts Mikey out, which Mikey is saddened by. Mikey returns home, only to discover the Order's members have assembled there. They inform him that his expulsion was merely a prank. Mikey is inducted into the Order.
The cast show Mikey around the Oni's meeting place and show him their ancient artifacts. Mikey is excited to tell others about the Order, but is reminded that he swore to keep the Order a secret. Mikey forgets his promise, however, and talks about the Order to others. The cast chastise Mikey for this and warn him of the consequences.
Ozu has become fed up with Guano's poor performance. Suddenly, Yes Man returns, having had his soul stolen by the orb.
The cast discuss the Order, confusing Mikey. They inform him that there are situations in which they are allowed to discuss it, but when Mikey cannot make the distinction, he declares that he will never talk about it. Mikey cannot manage to stay quiet, however, and mentions the Order in public. The orb discovers this and declares the Mikey will be punished. Mikey is banned from the order, despite Mitsuki and Gonard's objections.
Mikey returns home, where the Order is not waiting for him. The rest of the cast arrive, telling Mikey that they had quit the Order due to Mikey's expulsion. They resolve to form their own club, which Guano begs to join.
The LilyMu episode is finished, with Mikey managing to throw the grenade into the crater and destroy the asteroid.